+69.3%
MTB vs ALHC
-61.4%
+130.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | +1.5% | +0.3% | +1.3% | +1.5% |
| 30D | +2.3% | -10.6% | +12.9% | +3.0% |
| 3M | -12.1% | -45.3% | +33.2% | -9.2% |
| 6M | +9.8% | -59.7% | +69.5% | +14.8% |
| YTD | +12.0% | -62.7% | +74.7% | +17.3% |
| 1Y | +22.0% | -56.1% | +78.2% | +26.5% |
| 3Y | +107.6% | +21.3% | +86.4% | +96.4% |
| 5Y | +61.9% | -66.0% | +127.8% | +56.2% |
| All | +69.3% | -61.4% | +130.6% | +60.7% |
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