+8,310.1%
MTB vs ALK
+839.9%
+7,470.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -4.2% | -19.2% | +15.0% | +1.4% |
| 3M | +8.9% | -1.5% | +10.4% | +8.3% |
| 6M | +10.9% | -13.1% | +23.9% | +12.8% |
| YTD | +21.5% | -16.4% | +37.9% | +24.3% |
| 1Y | +21.9% | -33.1% | +55.0% | +31.9% |
| 3Y | +109.2% | +0.6% | +108.6% | +95.1% |
| 5Y | +102.0% | -26.4% | +128.4% | +102.4% |
| 10Y | +171.9% | -34.2% | +206.1% | +164.5% |
| All | +8,310.1% | +839.9% | +7,470.2% | +3,677.4% |
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 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