+309.3%
MTB vs FIVE
+868.1%
-558.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.1% |
| 7D | +1.7% | +4.3% | -2.5% | +0.8% |
| 30D | -4.2% | +12.5% | -16.7% | -6.7% |
| 3M | +8.9% | +31.2% | -22.4% | +2.5% |
| 6M | +10.9% | +14.4% | -3.5% | +6.6% |
| YTD | +21.5% | +33.9% | -12.4% | +12.8% |
| 1Y | +21.9% | +65.1% | -43.1% | +7.8% |
| 3Y | +109.2% | +49.0% | +60.3% | +79.5% |
| 5Y | +102.0% | +30.3% | +71.7% | +72.5% |
| 10Y | +171.9% | +481.1% | -309.2% | +71.5% |
| All | +309.3% | +868.1% | -558.8% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling