+390.2%
MTB vs ITOT
+885.8%
-495.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | +1.1% | -0.4% | +1.4% | +1.5% |
| 30D | -4.6% | -1.6% | -3.0% | -2.9% |
| 3M | +6.3% | +3.5% | +2.7% | +1.8% |
| 6M | +15.6% | +13.1% | +2.5% | -0.1% |
| YTD | +20.6% | +12.7% | +7.8% | +4.6% |
| 1Y | +22.5% | +18.3% | +4.2% | +0.4% |
| 3Y | +114.4% | +76.4% | +38.0% | +10.8% |
| 5Y | +101.9% | +73.8% | +28.1% | +4.8% |
| 10Y | +170.4% | +301.2% | -130.8% | -47.0% |
| All | +390.2% | +885.8% | -495.6% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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