+101.9%
MTB vs CRL
-37.6%
+139.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.1% | -4.6% | +5.7% | +2.2% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | +6.3% | +46.6% | -40.4% | -3.6% |
| 6M | +15.6% | +57.3% | -41.7% | +2.2% |
| YTD | +20.6% | +39.5% | -19.0% | +9.3% |
| 1Y | +22.5% | +76.9% | -54.3% | +3.9% |
| 3Y | +114.4% | +39.4% | +75.1% | +86.2% |
| 5Y | +101.9% | -37.2% | +139.1% | +74.9% |
| All | +101.9% | -37.6% | +139.5% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling