+27.7%
MTB vs RVTY
+74.0%
-46.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +1.5% |
| 7D | +2.0% | -3.6% | +5.6% | +2.5% |
| 30D | +2.9% | +1.4% | +1.6% | +2.7% |
| 3M | -10.7% | +43.2% | -53.8% | -15.9% |
| 6M | +6.3% | +84.5% | -78.1% | -6.1% |
| YTD | +13.8% | +65.2% | -51.4% | +1.0% |
| 1Y | +27.7% | +74.3% | -46.6% | +11.0% |
| All | +27.7% | +74.0% | -46.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling