+114.8%
MTB vs RRC
+32.7%
+82.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -4.2% | +9.4% | -13.6% | -5.6% |
| 3M | +7.8% | +7.4% | +0.4% | +6.4% |
| 6M | +14.8% | +1.5% | +13.4% | +13.9% |
| YTD | +20.8% | +19.4% | +1.4% | +15.5% |
| 1Y | +23.1% | +24.2% | -1.1% | +15.8% |
| 3Y | +114.8% | +32.8% | +82.0% | +90.6% |
| All | +114.8% | +32.7% | +82.1% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling