+61.5%
MTB vs WU
-43.8%
+105.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | +1.5% | -2.0% | +3.6% | +2.2% |
| 30D | +2.3% | +11.4% | -9.1% | -1.6% |
| 3M | -12.1% | -6.8% | -5.3% | -10.4% |
| 6M | +9.8% | -14.6% | +24.4% | +14.1% |
| YTD | +12.0% | -20.6% | +32.6% | +19.1% |
| 1Y | +22.0% | -15.4% | +37.4% | +26.2% |
| 3Y | +107.6% | -23.6% | +131.2% | +118.8% |
| All | +61.5% | -43.8% | +105.3% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling