+170.1%
MTB vs RVTY
+145.6%
+24.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +1.4% |
| 30D | -4.8% | +5.5% | -10.3% | -6.6% |
| 3M | +6.0% | +22.5% | -16.6% | -1.2% |
| 6M | +19.6% | +38.9% | -19.3% | +6.6% |
| YTD | +21.5% | +28.7% | -7.3% | +10.3% |
| 1Y | +24.7% | +45.5% | -20.8% | +8.3% |
| 3Y | +108.6% | +16.4% | +92.2% | +89.1% |
| 5Y | +106.7% | -32.7% | +139.5% | +118.4% |
| All | +170.1% | +145.6% | +24.5% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling