+288.6%
MTB vs ACM
+230.8%
+57.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.7% | -3.7% | +5.5% | +3.5% |
| 30D | -4.2% | -11.1% | +6.9% | +0.1% |
| 3M | +8.9% | -8.0% | +16.8% | +11.6% |
| 6M | +10.9% | -29.7% | +40.5% | +27.5% |
| YTD | +21.5% | -29.4% | +50.9% | +38.4% |
| 1Y | +21.9% | -46.4% | +68.3% | +56.5% |
| 3Y | +109.2% | -22.3% | +131.6% | +124.5% |
| 5Y | +102.0% | +4.5% | +97.5% | +87.1% |
| 10Y | +171.9% | +127.6% | +44.3% | +73.1% |
| All | +288.6% | +230.8% | +57.9% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling