+102.3%
MTB vs RRC
+155.3%
-53.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | +7.8% | +7.4% | +0.4% | +6.0% |
| 6M | +14.8% | +1.5% | +13.4% | +13.8% |
| YTD | +20.8% | +19.4% | +1.4% | +15.3% |
| 1Y | +23.1% | +24.2% | -1.1% | +15.9% |
| 3Y | +114.8% | +32.8% | +82.0% | +95.1% |
| All | +102.3% | +155.3% | -53.0% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling