+23.1%
MTB vs ALK
-35.5%
+58.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -4.2% | -18.5% | +14.3% | -0.4% |
| 3M | +7.8% | -3.6% | +11.3% | +7.6% |
| 6M | +14.8% | -3.7% | +18.5% | +13.6% |
| YTD | +20.8% | -19.0% | +39.8% | +24.0% |
| 1Y | +23.1% | -36.0% | +59.2% | +31.4% |
| All | +23.1% | -35.5% | +58.6% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling