+120.5%
MTB vs FIVE
+56.0%
+64.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.7% |
| 7D | +1.7% | +4.3% | -2.5% | +1.2% |
| 30D | -4.2% | +12.5% | -16.7% | -5.7% |
| 3M | +8.9% | +31.2% | -22.4% | +4.9% |
| 6M | +10.9% | +14.4% | -3.5% | +8.3% |
| YTD | +21.5% | +33.9% | -12.4% | +15.9% |
| 1Y | +21.9% | +65.1% | -43.1% | +12.7% |
| All | +120.5% | +56.0% | +64.5% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling