+24.1%
MTB vs EXEL
+50.0%
-26.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.5% |
| 7D | -0.4% | -2.9% | +2.4% | -0.3% |
| 30D | -4.6% | +11.9% | -16.5% | -5.0% |
| 3M | +7.4% | +9.2% | -1.8% | +7.1% |
| 6M | +18.7% | +39.1% | -20.4% | +16.8% |
| YTD | +21.1% | +31.0% | -10.0% | +19.1% |
| 1Y | +24.1% | +52.3% | -28.3% | +20.1% |
| All | +24.1% | +50.0% | -26.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling