+110.2%
MTB vs RRC
+73.1%
+37.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.5% | +6.4% | -4.8% | +0.4% |
| 30D | +2.3% | +23.9% | -21.5% | -2.0% |
| 3M | -12.1% | +30.2% | -42.3% | -16.7% |
| 6M | +9.8% | +26.3% | -16.4% | +4.4% |
| YTD | +12.0% | +48.1% | -36.1% | +2.8% |
| 1Y | +22.0% | +37.7% | -15.6% | +13.4% |
| 3Y | +107.6% | +60.3% | +47.3% | +84.3% |
| 5Y | +61.9% | +135.3% | -73.4% | +28.6% |
| All | +110.2% | +73.1% | +37.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling