+15.6%
MTB vs TDY
-7.1%
+22.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +1.1% | -1.8% | +2.9% | +1.6% |
| 30D | -4.6% | -13.8% | +9.1% | -0.4% |
| 3M | +6.3% | -3.9% | +10.1% | +7.3% |
| 6M | +15.6% | -9.0% | +24.6% | +19.3% |
| All | +15.6% | -7.1% | +22.7% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling