+119.5%
MTB vs COO
+38.3%
+81.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.7% | +4.5% | -5.2% | -2.3% |
| 30D | +1.4% | +16.9% | -15.5% | -4.3% |
| 3M | -11.6% | -16.7% | +5.1% | -6.1% |
| 6M | +5.4% | +5.9% | -0.6% | +1.6% |
| YTD | +11.7% | -22.4% | +34.2% | +21.3% |
| 1Y | +20.5% | -10.1% | +30.7% | +23.4% |
| 3Y | +104.5% | -22.8% | +127.3% | +113.8% |
| 5Y | +65.1% | -41.4% | +106.5% | +90.4% |
| 10Y | +119.5% | +41.3% | +78.2% | +112.7% |
| All | +119.5% | +38.3% | +81.2% | +112.7% |
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