+27.7%
MTB vs WU
-18.0%
+45.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.3% | +0.3% |
| 7D | +2.0% | +8.2% | -6.2% | +0.8% |
| 30D | +2.9% | +8.0% | -5.1% | +1.7% |
| 3M | -10.7% | -6.6% | -4.0% | -10.0% |
| 6M | +6.3% | -23.3% | +29.6% | +10.9% |
| YTD | +13.8% | -22.4% | +36.2% | +18.4% |
| 1Y | +27.7% | -18.0% | +45.7% | +31.7% |
| All | +27.7% | -18.0% | +45.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling