+119.5%
MTB vs ACM
+133.7%
-14.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -0.7% | +6.6% | -7.3% | -4.0% |
| 30D | +1.4% | +19.8% | -18.3% | -7.8% |
| 3M | -11.6% | -3.1% | -8.4% | -11.3% |
| 6M | +5.4% | -11.5% | +16.9% | +9.7% |
| YTD | +11.7% | -24.7% | +36.4% | +25.7% |
| 1Y | +20.5% | -45.1% | +65.6% | +61.1% |
| 3Y | +104.5% | -8.9% | +113.4% | +99.6% |
| 5Y | +65.1% | +5.4% | +59.7% | +46.0% |
| 10Y | +119.5% | +131.1% | -11.6% | +27.1% |
| All | +119.5% | +133.7% | -14.2% | +27.1% |
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