+7,653.6%
MTB vs RRC
+1,510.8%
+6,142.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.5% | +6.4% | -4.8% | +0.9% |
| 30D | +2.3% | +23.9% | -21.5% | 0.0% |
| 3M | -12.1% | +30.2% | -42.3% | -14.6% |
| 6M | +9.8% | +26.3% | -16.4% | +6.9% |
| YTD | +12.0% | +48.1% | -36.1% | +7.1% |
| 1Y | +22.0% | +37.7% | -15.6% | +17.5% |
| 3Y | +107.6% | +60.3% | +47.3% | +95.5% |
| 5Y | +61.9% | +135.3% | -73.4% | +44.4% |
| 10Y | +116.3% | +73.3% | +43.0% | +80.0% |
| All | +7,653.6% | +1,510.8% | +6,142.8% | +5,914.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling