+156.3%
MTB vs TRU
+226.0%
-69.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.1% | -6.5% | +7.6% | +3.5% |
| 30D | -4.6% | -2.5% | -2.1% | -4.0% |
| 3M | +6.3% | +10.4% | -4.1% | +1.4% |
| 6M | +15.6% | +1.6% | +14.0% | +13.1% |
| YTD | +20.6% | -9.7% | +30.3% | +22.1% |
| 1Y | +22.5% | -17.3% | +39.8% | +27.6% |
| 3Y | +114.4% | -1.8% | +116.3% | +98.0% |
| 5Y | +101.9% | -36.2% | +138.1% | +119.7% |
| 10Y | +170.4% | +143.2% | +27.2% | +82.6% |
| All | +156.3% | +226.0% | -69.7% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling