+108.6%
MTB vs TDY
+46.9%
+61.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | -4.8% | -12.0% | +7.2% | +0.9% |
| 3M | +6.0% | -3.2% | +9.1% | +7.2% |
| 6M | +19.6% | -7.9% | +27.5% | +23.5% |
| YTD | +21.5% | +18.2% | +3.3% | +9.7% |
| 1Y | +24.7% | +6.7% | +18.0% | +18.5% |
| 3Y | +108.6% | +47.5% | +61.0% | +59.5% |
| All | +108.6% | +46.9% | +61.7% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling