+82.2%
MTB vs ALHC
-31.6%
+113.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +1.1% | -4.1% | +5.2% | +1.3% |
| 30D | -4.6% | -5.4% | +0.8% | -4.3% |
| 3M | +6.3% | -32.1% | +38.4% | +8.4% |
| 6M | +15.6% | -28.5% | +44.1% | +16.9% |
| YTD | +20.6% | -34.0% | +54.6% | +22.4% |
| 1Y | +22.5% | -20.9% | +43.5% | +22.9% |
| 3Y | +114.4% | +151.5% | -37.1% | +94.0% |
| 5Y | +101.9% | -28.8% | +130.7% | +88.6% |
| All | +82.2% | -31.6% | +113.8% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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