+119.5%
MTB vs ALK
-39.7%
+159.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.7% | +12.9% | -13.6% | -5.6% |
| 30D | +1.4% | +5.5% | -4.1% | -1.3% |
| 3M | -11.6% | -12.1% | +0.5% | -7.8% |
| 6M | +5.4% | +1.7% | +3.7% | +1.6% |
| YTD | +11.7% | -17.4% | +29.2% | +14.8% |
| 1Y | +20.5% | -1.9% | +22.5% | +14.5% |
| 3Y | +104.5% | +21.2% | +83.3% | +61.6% |
| 5Y | +65.1% | -27.8% | +92.9% | +61.1% |
| 10Y | +119.5% | -41.0% | +160.5% | +89.0% |
| All | +119.5% | -39.7% | +159.2% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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