+1,009.0%
MTB vs EXEL
+273.2%
+735.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +8.4% | -6.6% | +0.7% |
| 30D | -4.2% | +4.1% | -8.3% | -4.7% |
| 3M | +8.9% | +12.4% | -3.6% | +7.2% |
| 6M | +10.9% | +41.5% | -30.7% | +6.0% |
| YTD | +21.5% | +34.6% | -13.1% | +16.6% |
| 1Y | +21.9% | +57.9% | -35.9% | +14.5% |
| 3Y | +109.2% | +159.5% | -50.3% | +82.6% |
| 5Y | +102.0% | +198.5% | -96.5% | +71.5% |
| 10Y | +171.9% | +411.4% | -239.4% | +104.9% |
| All | +1,009.0% | +273.2% | +735.8% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling