+207.1%
MTB vs USFR
+27.5%
+179.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -4.2% | +0.3% | -4.5% | -4.4% |
| 3M | +8.9% | +1.0% | +7.9% | +8.2% |
| 6M | +10.9% | +1.9% | +8.9% | +9.6% |
| YTD | +21.5% | +2.6% | +18.9% | +19.6% |
| 1Y | +21.9% | +4.0% | +17.9% | +19.1% |
| 3Y | +109.2% | +14.1% | +95.1% | +93.3% |
| 5Y | +102.0% | +20.4% | +81.6% | +79.9% |
| 10Y | +171.9% | +28.0% | +143.9% | +134.4% |
| All | +207.1% | +27.5% | +179.5% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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