+103.3%
MTB vs ALHC
-30.5%
+133.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +2.8% | -1.0% | +3.7% | +2.8% |
| 30D | -4.2% | -6.3% | +2.2% | -3.8% |
| 3M | +7.8% | -12.3% | +20.1% | +8.0% |
| 6M | +14.8% | -27.0% | +41.8% | +16.1% |
| YTD | +20.8% | -31.8% | +52.6% | +22.5% |
| 1Y | +23.1% | -17.0% | +40.1% | +23.1% |
| 3Y | +114.8% | +159.8% | -45.0% | +91.7% |
| 5Y | +103.3% | -25.1% | +128.4% | +88.9% |
| All | +103.3% | -30.5% | +133.8% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling