+106.0%
MTB vs MDY
+43.9%
+62.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.4% |
| 7D | -0.4% | -2.5% | +2.1% | +2.1% |
| 30D | -4.6% | -5.0% | +0.4% | +0.4% |
| 3M | +7.4% | +0.5% | +7.0% | +6.7% |
| 6M | +18.7% | +8.0% | +10.7% | +9.3% |
| YTD | +21.1% | +12.2% | +8.9% | +7.4% |
| 1Y | +24.1% | +14.0% | +10.1% | +8.0% |
| 3Y | +115.3% | +48.2% | +67.2% | +44.4% |
| 5Y | +106.0% | +46.1% | +60.0% | +40.8% |
| All | +106.0% | +43.9% | +62.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling