+87.3%
MTB vs ALC
+24.0%
+63.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | +1.7% | -2.1% | +3.8% | +2.6% |
| 30D | -4.2% | -0.1% | -4.1% | -4.3% |
| 3M | +8.9% | +5.9% | +3.0% | +6.0% |
| 6M | +10.9% | -15.9% | +26.8% | +18.1% |
| YTD | +21.5% | -10.1% | +31.6% | +25.5% |
| 1Y | +21.9% | -10.2% | +32.1% | +25.6% |
| 3Y | +109.2% | -13.6% | +122.8% | +112.9% |
| 5Y | +102.0% | -15.1% | +117.1% | +102.6% |
| All | +87.3% | +24.0% | +63.3% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling