+21.9%
MTB vs CRL
+78.8%
-56.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.7% | -1.0% | +2.8% | +1.8% |
| 30D | -4.2% | +10.7% | -14.8% | -5.3% |
| 3M | +8.9% | +55.3% | -46.4% | +2.9% |
| 6M | +10.9% | +60.7% | -49.8% | +3.8% |
| YTD | +21.5% | +44.6% | -23.1% | +14.8% |
| 1Y | +21.9% | +77.7% | -55.8% | +13.7% |
| All | +21.9% | +78.8% | -56.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling