+173.0%
MTB vs ALK
-38.6%
+211.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.7% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -4.2% | -18.5% | +14.3% | +3.6% |
| 3M | +7.8% | -3.6% | +11.3% | +7.5% |
| 6M | +14.8% | -3.7% | +18.5% | +12.6% |
| YTD | +20.8% | -19.0% | +39.8% | +25.9% |
| 1Y | +23.1% | -36.0% | +59.2% | +40.6% |
| 3Y | +114.8% | +2.3% | +112.5% | +85.1% |
| 5Y | +103.3% | -27.8% | +131.0% | +99.0% |
| 10Y | +173.0% | -39.0% | +211.9% | +137.9% |
| All | +173.0% | -38.6% | +211.5% | +137.9% |
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