+21.9%
MTB vs WU
-8.3%
+30.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | -0.8% | +2.6% | +1.8% |
| 30D | -4.2% | -1.1% | -3.1% | -4.1% |
| 3M | +8.9% | -3.9% | +12.7% | +8.6% |
| 6M | +10.9% | -20.7% | +31.5% | +15.0% |
| YTD | +21.5% | -18.4% | +39.8% | +25.2% |
| 1Y | +21.9% | -8.1% | +30.0% | +19.7% |
| All | +21.9% | -8.3% | +30.2% | +19.7% |
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