+280.1%
MTB vs FIVE
+874.1%
-594.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.1% |
| 7D | -0.8% | +6.2% | -6.9% | -2.0% |
| 30D | +2.4% | +18.2% | -15.8% | -1.1% |
| 3M | -10.5% | +3.8% | -14.3% | -11.5% |
| 6M | +6.4% | +13.7% | -7.3% | +2.5% |
| YTD | +12.8% | +34.7% | -21.9% | +4.4% |
| 1Y | +23.3% | +66.6% | -43.4% | +9.0% |
| 3Y | +108.2% | +44.3% | +64.0% | +79.7% |
| 5Y | +68.6% | +18.8% | +49.8% | +47.2% |
| 10Y | +125.3% | +569.2% | -443.9% | +39.6% |
| All | +280.1% | +874.1% | -594.0% | +125.3% |
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