+170.4%
MTB vs COO
+36.7%
+133.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +2.2% |
| 7D | +1.1% | -9.0% | +10.0% | +4.6% |
| 30D | -4.6% | -16.8% | +12.2% | +2.1% |
| 3M | +6.3% | -7.5% | +13.7% | +9.0% |
| 6M | +15.6% | -16.3% | +31.9% | +23.0% |
| YTD | +20.6% | -22.5% | +43.1% | +32.0% |
| 1Y | +22.5% | -7.0% | +29.5% | +24.5% |
| 3Y | +114.4% | -27.5% | +141.9% | +131.8% |
| 5Y | +101.9% | -43.3% | +145.2% | +138.1% |
| 10Y | +170.4% | +37.6% | +132.8% | +160.7% |
| All | +170.4% | +36.7% | +133.7% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling