+62.7%
MTB vs ALLY
-9.5%
+72.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -1.3% | +0.9% | -2.3% | -1.8% |
| 30D | +0.5% | +3.1% | -2.6% | -1.0% |
| 3M | -12.4% | -12.6% | +0.2% | -6.8% |
| 6M | +1.5% | -12.4% | +13.9% | +7.6% |
| YTD | +10.3% | -13.2% | +23.4% | +16.8% |
| 1Y | +22.2% | +1.8% | +20.4% | +20.0% |
| 3Y | +96.9% | +58.0% | +39.0% | +54.3% |
| All | +62.7% | -9.5% | +72.2% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling