+101.9%
MTB vs ACM
+2.7%
+99.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.1% |
| 7D | +1.1% | -3.7% | +4.7% | +2.7% |
| 30D | -4.6% | -12.7% | +8.0% | +0.5% |
| 3M | +6.3% | -9.8% | +16.1% | +9.9% |
| 6M | +15.6% | -31.4% | +47.0% | +35.9% |
| YTD | +20.6% | -32.1% | +52.6% | +41.1% |
| 1Y | +22.5% | -47.8% | +70.3% | +63.9% |
| 3Y | +114.4% | -22.1% | +136.5% | +121.5% |
| 5Y | +101.9% | +1.8% | +100.1% | +77.1% |
| All | +101.9% | +2.7% | +99.1% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling