+72.7%
MTB vs ALC
+30.4%
+42.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.7% |
| 7D | +1.5% | -1.1% | +2.6% | +2.0% |
| 30D | +2.3% | +16.0% | -13.7% | -3.8% |
| 3M | -12.1% | +0.8% | -12.9% | -12.7% |
| 6M | +9.8% | +16.8% | -7.0% | +2.3% |
| YTD | +12.0% | -5.5% | +17.5% | +13.0% |
| 1Y | +22.0% | -5.3% | +27.3% | +23.0% |
| 3Y | +107.6% | +4.1% | +103.5% | +93.3% |
| 5Y | +61.9% | -7.1% | +68.9% | +55.7% |
| All | +72.7% | +30.4% | +42.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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