+106.7%
MTB vs FGI
+5.7%
+101.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.2% |
| 7D | -2.0% | +6.9% | -8.9% | -2.0% |
| 30D | +0.1% | +3.9% | -3.8% | +0.1% |
| 3M | -12.1% | +74.3% | -86.4% | -12.3% |
| 6M | +7.3% | +28.9% | -21.6% | +7.1% |
| YTD | +11.5% | +39.1% | -27.6% | +11.3% |
| 1Y | +21.3% | +49.3% | -28.1% | +21.1% |
| All | +106.7% | +5.7% | +101.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling