+96.9%
MTB vs ALHC
+21.9%
+75.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | +0.5% | -14.2% | +14.7% | +1.3% |
| 3M | -12.4% | -45.1% | +32.8% | -9.5% |
| 6M | +1.5% | -59.5% | +61.0% | +5.9% |
| YTD | +10.3% | -62.8% | +73.1% | +15.3% |
| 1Y | +22.2% | -55.5% | +77.7% | +26.4% |
| 3Y | +96.9% | +25.7% | +71.3% | +84.1% |
| All | +96.9% | +21.9% | +75.0% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling