+110.2%
MTB vs FIVE
+504.2%
-394.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.5% | +2.7% | -1.1% | +0.9% |
| 30D | +2.3% | +12.7% | -10.3% | -0.5% |
| 3M | -12.1% | +2.1% | -14.2% | -12.9% |
| 6M | +9.8% | +17.5% | -7.7% | +4.4% |
| YTD | +12.0% | +31.0% | -19.0% | +3.2% |
| 1Y | +22.0% | +67.7% | -45.7% | +5.8% |
| 3Y | +107.6% | +43.4% | +64.2% | +76.2% |
| 5Y | +61.9% | +18.1% | +43.8% | +39.5% |
| All | +110.2% | +504.2% | -394.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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