+271.6%
MTB vs FIVE
+822.5%
-550.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | +0.5% | +17.7% | -17.1% | -2.9% |
| 3M | -12.4% | +4.0% | -16.4% | -13.4% |
| 6M | +1.5% | +2.6% | -1.1% | -0.1% |
| YTD | +10.3% | +27.6% | -17.3% | +3.2% |
| 1Y | +22.2% | +59.9% | -37.7% | +8.9% |
| 3Y | +96.9% | +35.8% | +61.2% | +72.1% |
| 5Y | +64.3% | +14.4% | +49.9% | +44.5% |
| 10Y | +137.8% | +576.1% | -438.3% | +48.0% |
| All | +271.6% | +822.5% | -550.9% | +122.8% |
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