+27.7%
MTB vs ALLY
+4.2%
+23.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | -0.7% |
| 7D | +2.0% | +2.4% | -0.4% | +0.8% |
| 30D | +2.9% | +5.6% | -2.6% | +0.2% |
| 3M | -10.7% | -11.7% | +1.0% | -5.5% |
| 6M | +6.3% | -7.0% | +13.4% | +9.6% |
| YTD | +13.8% | -10.4% | +24.2% | +18.4% |
| 1Y | +27.7% | +2.4% | +25.4% | +25.3% |
| All | +27.7% | +4.2% | +23.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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