+108.9%
MTB vs ACM
+131.3%
-22.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | 0.0% | +5.1% | -5.1% | -2.6% |
| 30D | +0.8% | +18.7% | -17.8% | -8.0% |
| 3M | -12.8% | +15.5% | -28.2% | -19.9% |
| 6M | +6.7% | +1.2% | +5.5% | +3.7% |
| YTD | +11.3% | -25.2% | +36.6% | +25.9% |
| 1Y | +20.2% | -46.3% | +66.5% | +63.5% |
| 3Y | +103.8% | -9.6% | +113.3% | +99.3% |
| 5Y | +60.9% | +4.4% | +56.5% | +42.3% |
| All | +108.9% | +131.3% | -22.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling