+203.7%
MTB vs RNG
+309.1%
-105.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.1% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | -4.2% | +11.4% | -15.6% | -5.3% |
| 3M | +7.8% | +72.1% | -64.3% | +1.2% |
| 6M | +14.8% | +67.9% | -53.1% | +7.4% |
| YTD | +20.8% | +144.3% | -123.6% | +7.5% |
| 1Y | +23.1% | +117.5% | -94.4% | +10.7% |
| 3Y | +114.8% | +123.9% | -9.1% | +88.9% |
| 5Y | +103.3% | -70.1% | +173.4% | +99.9% |
| 10Y | +173.0% | +215.9% | -42.9% | +81.1% |
| All | +203.7% | +309.1% | -105.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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