+107.9%
MTB vs ALM
+1,934.4%
-1,826.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.6% |
| 7D | -0.4% | -7.1% | +6.7% | -0.3% |
| 30D | -4.6% | +24.7% | -29.3% | -5.2% |
| 3M | +7.4% | +8.3% | -0.9% | +6.9% |
| 6M | +18.7% | -22.2% | +40.8% | +18.8% |
| YTD | +21.1% | +88.1% | -67.0% | +18.6% |
| 1Y | +24.1% | +272.4% | -248.3% | +19.7% |
| All | +107.9% | +1,934.4% | -1,826.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling