+110.2%
MTB vs CRL
+350.3%
-240.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +2.3% | +11.9% | -9.6% | -1.4% |
| 3M | -12.1% | +20.2% | -32.3% | -17.3% |
| 6M | +9.8% | +107.5% | -97.7% | -12.5% |
| YTD | +12.0% | +69.4% | -57.4% | -6.5% |
| 1Y | +22.0% | +99.7% | -77.7% | -3.1% |
| 3Y | +107.6% | +98.8% | +8.8% | +56.8% |
| 5Y | +61.9% | -12.4% | +74.3% | +53.0% |
| All | +110.2% | +350.3% | -240.1% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling