+926.9%
MTB vs TDY
+6,954.6%
-6,027.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| YTD | +20.6% | +16.5% | +4.0% | +14.7% |
| 1Y | +22.5% | +9.3% | +13.3% | +18.6% |
| 3Y | +114.4% | +45.1% | +69.3% | +90.8% |
| 5Y | +101.9% | +35.0% | +66.9% | +82.2% |
| 10Y | +170.4% | +469.0% | -298.6% | +69.5% |
| All | +926.9% | +6,954.6% | -6,027.7% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling