+7,653.6%
MTB vs RVTY
+2,885.1%
+4,768.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +2.3% | +1.5% | +0.8% | +1.8% |
| 3M | -12.1% | +31.5% | -43.6% | -17.7% |
| 6M | +9.8% | +62.7% | -52.9% | -2.0% |
| YTD | +12.0% | +60.0% | -48.0% | -0.3% |
| 1Y | +22.0% | +65.7% | -43.7% | +7.7% |
| 3Y | +107.6% | +85.2% | +22.4% | +76.9% |
| 5Y | +61.9% | -14.9% | +76.7% | +59.1% |
| 10Y | +116.3% | +211.9% | -95.6% | +60.2% |
| All | +7,653.6% | +2,885.1% | +4,768.5% | +4,026.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling