+101.9%
MTB vs EXEL
+194.6%
-92.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -4.6% | +10.1% | -14.8% | -5.9% |
| 3M | +6.3% | +10.1% | -3.8% | +4.7% |
| 6M | +15.6% | +37.7% | -22.1% | +10.0% |
| YTD | +20.6% | +33.1% | -12.5% | +15.0% |
| 1Y | +22.5% | +52.4% | -29.8% | +14.0% |
| 3Y | +114.4% | +163.8% | -49.4% | +77.9% |
| 5Y | +101.9% | +198.5% | -96.6% | +52.8% |
| All | +101.9% | +194.6% | -92.7% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling