+170.1%
MTB vs TRU
+147.2%
+22.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | 0.0% |
| 7D | 0.0% | -2.7% | +2.7% | +1.0% |
| 30D | -4.8% | -2.0% | -2.8% | -4.4% |
| 3M | +6.0% | +18.4% | -12.5% | -1.6% |
| 6M | +19.6% | +8.9% | +10.8% | +13.9% |
| YTD | +21.5% | -8.9% | +30.4% | +22.7% |
| 1Y | +24.7% | -15.9% | +40.6% | +29.2% |
| 3Y | +108.6% | -1.1% | +109.7% | +91.8% |
| 5Y | +106.7% | -35.2% | +141.9% | +125.8% |
| All | +170.1% | +147.2% | +22.9% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling