+169.2%
MTB vs CRL
+249.3%
-80.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +1.0% |
| 7D | -0.4% | -6.9% | +6.5% | +1.6% |
| 30D | -4.6% | -3.2% | -1.4% | -3.8% |
| 3M | +7.4% | +46.5% | -39.1% | -4.3% |
| 6M | +18.7% | +63.1% | -44.4% | +1.3% |
| YTD | +21.1% | +36.9% | -15.8% | +8.2% |
| 1Y | +24.1% | +78.1% | -54.0% | +1.6% |
| 3Y | +115.3% | +36.7% | +78.7% | +82.6% |
| 5Y | +106.0% | -38.1% | +144.1% | +116.4% |
| All | +169.2% | +249.3% | -80.1% | +40.3% |
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