+62.7%
MTB vs ALK
-34.8%
+97.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -1.3% | +9.0% | -10.4% | -4.2% |
| 30D | +0.5% | -1.6% | +2.2% | +0.7% |
| 3M | -12.4% | -23.2% | +10.8% | -5.4% |
| 6M | +1.5% | -3.9% | +5.4% | +0.4% |
| YTD | +10.3% | -22.6% | +32.9% | +15.6% |
| 1Y | +22.2% | -5.3% | +27.5% | +18.5% |
| 3Y | +96.9% | +18.6% | +78.4% | +58.6% |
| All | +62.7% | -34.8% | +97.5% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling