+988.4%
MTB vs CRL
+1,379.5%
-391.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +1.7% | -1.0% | +2.8% | +2.0% |
| 30D | -4.2% | +10.7% | -14.8% | -6.8% |
| 3M | +8.9% | +55.3% | -46.4% | -3.7% |
| 6M | +10.9% | +60.7% | -49.8% | -3.8% |
| YTD | +21.5% | +44.6% | -23.1% | +7.8% |
| 1Y | +21.9% | +77.7% | -55.8% | +1.7% |
| 3Y | +109.2% | +37.6% | +71.6% | +79.6% |
| 5Y | +102.0% | -35.8% | +137.8% | +105.3% |
| 10Y | +171.9% | +241.7% | -69.8% | +69.0% |
| All | +988.4% | +1,379.5% | -391.1% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling