+169.2%
MTB vs RRC
+6.5%
+162.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -0.4% | -1.2% | +0.7% | -0.2% |
| 30D | -4.6% | +3.0% | -7.6% | -5.1% |
| 3M | +7.4% | +7.3% | +0.1% | +5.8% |
| 6M | +18.7% | +3.6% | +15.1% | +17.2% |
| YTD | +21.1% | +19.4% | +1.7% | +16.2% |
| 1Y | +24.1% | +21.4% | +2.7% | +18.2% |
| 3Y | +115.3% | +32.8% | +82.6% | +98.6% |
| 5Y | +106.0% | +152.0% | -45.9% | +62.3% |
| All | +169.2% | +6.5% | +162.7% | +74.7% |
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