+24.1%
MTB vs RVTY
+43.1%
-19.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | -0.4% | -7.4% | +7.0% | +0.8% |
| 30D | -4.6% | +4.5% | -9.1% | -5.4% |
| 3M | +7.4% | +19.5% | -12.0% | +3.6% |
| 6M | +18.7% | +34.1% | -15.4% | +11.1% |
| YTD | +21.1% | +25.3% | -4.2% | +14.1% |
| 1Y | +24.1% | +47.0% | -22.9% | +16.7% |
| All | +24.1% | +43.1% | -19.0% | +16.7% |
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