+2,992.0%
MTB vs MDY
+2,644.5%
+347.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +2.8% | +1.0% | +1.7% | +1.9% |
| 30D | -4.2% | -3.1% | -1.1% | -1.5% |
| 3M | +7.8% | +1.8% | +6.0% | +6.0% |
| 6M | +14.8% | +10.8% | +4.0% | +4.6% |
| YTD | +20.8% | +14.4% | +6.3% | +7.0% |
| 1Y | +23.1% | +15.2% | +7.9% | +8.3% |
| 3Y | +114.8% | +51.2% | +63.6% | +50.4% |
| 5Y | +103.3% | +47.2% | +56.0% | +46.2% |
| 10Y | +173.0% | +171.1% | +1.9% | +22.6% |
| All | +2,992.0% | +2,644.5% | +347.5% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling