+8,310.1%
MTB vs COO
+5,988.7%
+2,321.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | -4.2% | -7.0% | +2.8% | -3.7% |
| 3M | +8.9% | +12.2% | -3.3% | +7.8% |
| 6M | +10.9% | -15.1% | +26.0% | +12.2% |
| YTD | +21.5% | -15.1% | +36.6% | +22.9% |
| 1Y | +21.9% | +2.3% | +19.6% | +21.6% |
| 3Y | +109.2% | -23.7% | +132.9% | +112.5% |
| 5Y | +102.0% | -38.9% | +140.9% | +107.7% |
| 10Y | +171.9% | +49.9% | +122.0% | +164.6% |
| All | +8,310.1% | +5,988.7% | +2,321.4% | +7,117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling