+106.0%
MTB vs TRU
-36.7%
+142.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -9.4% | +9.0% | +2.4% |
| 30D | -4.6% | -4.1% | -0.5% | -3.7% |
| 3M | +7.4% | +13.6% | -6.2% | +2.7% |
| 6M | +18.7% | +3.6% | +15.1% | +16.0% |
| YTD | +21.1% | -9.8% | +30.9% | +22.6% |
| 1Y | +24.1% | -13.6% | +37.7% | +26.8% |
| 3Y | +115.3% | -2.0% | +117.3% | +105.0% |
| 5Y | +106.0% | -35.8% | +141.8% | +125.0% |
| All | +106.0% | -36.7% | +142.7% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling