+237.4%
MP vs MTB
+145.1%
+92.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.9% | -5.0% |
| 7D | -19.0% | -1.9% | -17.1% | -18.2% |
| 30D | -30.5% | +0.5% | -31.0% | -30.6% |
| 3M | -29.6% | -12.2% | -17.4% | -25.0% |
| 6M | -50.4% | +3.4% | -53.8% | -51.6% |
| YTD | -33.2% | +11.3% | -44.5% | -37.4% |
| 1Y | -38.6% | +23.3% | -61.9% | -45.4% |
| 3Y | +105.5% | +96.8% | +8.7% | +42.9% |
| 5Y | -7.8% | +65.8% | -73.7% | -30.3% |
| All | +237.4% | +145.1% | +92.3% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling