+170.1%
MTB vs WU
-39.1%
+209.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +1.7% |
| 30D | -4.8% | -2.9% | -1.9% | -3.6% |
| 3M | +6.0% | -2.3% | +8.2% | +4.5% |
| 6M | +19.6% | -25.4% | +45.0% | +35.4% |
| YTD | +21.5% | -21.2% | +42.7% | +32.9% |
| 1Y | +24.7% | -8.9% | +33.6% | +24.4% |
| 3Y | +108.6% | -29.0% | +137.5% | +131.8% |
| 5Y | +106.7% | -50.7% | +157.5% | +181.5% |
| All | +170.1% | -39.1% | +209.2% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling