+108.2%
MTB vs ALC
+2.4%
+105.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -0.8% | +2.1% | -2.8% | -1.3% |
| 30D | +2.4% | +17.2% | -14.8% | -2.0% |
| 3M | -10.5% | +4.6% | -15.1% | -11.7% |
| 6M | +6.4% | +20.1% | -13.7% | +0.9% |
| YTD | +12.8% | -4.2% | +17.0% | +13.1% |
| 1Y | +23.3% | +2.1% | +21.2% | +21.4% |
| 3Y | +108.2% | +4.5% | +103.8% | +97.8% |
| All | +108.2% | +2.4% | +105.9% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling