+170.4%
MTB vs ACM
+124.8%
+45.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.4% |
| 7D | +1.1% | -3.7% | +4.7% | +3.0% |
| 30D | -4.6% | -12.7% | +8.0% | +1.3% |
| 3M | +6.3% | -9.8% | +16.1% | +10.4% |
| 6M | +15.6% | -31.4% | +47.0% | +38.1% |
| YTD | +20.6% | -32.1% | +52.6% | +43.3% |
| 1Y | +22.5% | -47.8% | +70.3% | +67.1% |
| 3Y | +114.4% | -22.1% | +136.5% | +128.8% |
| 5Y | +101.9% | +1.8% | +100.1% | +81.6% |
| 10Y | +170.4% | +132.5% | +37.9% | +58.2% |
| All | +170.4% | +124.8% | +45.7% | +58.2% |
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