+269.3%
MTB vs UUUU
-92.0%
+361.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | -4.6% | +1.8% | -6.4% | -4.8% |
| 3M | +6.3% | +1.3% | +5.0% | +5.8% |
| 6M | +15.6% | -26.8% | +42.4% | +16.8% |
| YTD | +20.6% | +0.1% | +20.5% | +18.6% |
| 1Y | +22.5% | +11.2% | +11.3% | +18.7% |
| 3Y | +114.4% | +97.7% | +16.7% | +95.6% |
| 5Y | +101.9% | +127.3% | -25.5% | +78.4% |
| 10Y | +170.4% | +532.6% | -362.2% | +112.2% |
| All | +269.3% | -92.0% | +361.3% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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