+169.2%
MTB vs EXEL
+386.3%
-217.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | -0.4% | -2.9% | +2.4% | 0.0% |
| 30D | -4.6% | +11.9% | -16.5% | -6.3% |
| 3M | +7.4% | +9.2% | -1.8% | +5.8% |
| 6M | +18.7% | +39.1% | -20.4% | +12.3% |
| YTD | +21.1% | +31.0% | -10.0% | +15.3% |
| 1Y | +24.1% | +52.3% | -28.3% | +15.0% |
| 3Y | +115.3% | +159.7% | -44.4% | +79.8% |
| 5Y | +106.0% | +187.7% | -81.7% | +66.6% |
| All | +169.2% | +386.3% | -217.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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