+173.0%
MTB vs FIVE
+475.1%
-302.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +2.8% | +3.7% | -0.9% | +1.9% |
| 30D | -4.2% | +4.0% | -8.2% | -5.2% |
| 3M | +7.8% | +36.2% | -28.4% | -0.3% |
| 6M | +14.8% | +18.0% | -3.2% | +8.9% |
| YTD | +20.8% | +34.9% | -14.1% | +10.7% |
| 1Y | +23.1% | +67.9% | -44.8% | +6.4% |
| 3Y | +114.8% | +57.3% | +57.5% | +77.9% |
| 5Y | +103.3% | +39.5% | +63.7% | +66.6% |
| 10Y | +173.0% | +496.4% | -323.4% | +53.6% |
| All | +173.0% | +475.1% | -302.1% | +53.6% |
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