+7,535.5%
MTB vs ALK
+770.6%
+6,764.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -1.3% | +9.0% | -10.4% | -3.8% |
| 30D | +0.5% | -1.6% | +2.2% | +0.6% |
| 3M | -12.4% | -23.2% | +10.8% | -6.4% |
| 6M | +1.5% | -3.9% | +5.4% | +0.9% |
| YTD | +10.3% | -22.6% | +32.9% | +14.8% |
| 1Y | +22.2% | -5.3% | +27.5% | +19.9% |
| 3Y | +96.9% | +18.6% | +78.4% | +74.6% |
| 5Y | +64.3% | -34.4% | +98.7% | +69.3% |
| 10Y | +137.8% | -40.8% | +178.6% | +137.1% |
| All | +7,535.5% | +770.6% | +6,764.9% | +3,387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling