+234.4%
MTB vs ALM
+7,705.7%
-7,471.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | -4.2% | +32.0% | -36.2% | -4.3% |
| 3M | +8.9% | -15.0% | +23.9% | +8.9% |
| 6M | +10.9% | -10.1% | +21.0% | +10.8% |
| YTD | +21.5% | +99.4% | -77.9% | +21.1% |
| 1Y | +21.9% | +316.4% | -294.4% | +21.1% |
| 3Y | +109.2% | +2,022.0% | -1,912.7% | +106.4% |
| 5Y | +102.0% | +941.2% | -839.2% | +99.5% |
| 10Y | +171.9% | +2,950.3% | -2,778.4% | +166.8% |
| All | +234.4% | +7,705.7% | -7,471.4% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling