+106,206.6%
MU vs MTB
+8,294.1%
+97,912.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.7% | +7.2% | +8.0% |
| 30D | +13.8% | -4.2% | +18.0% | +16.2% |
| 3M | +2.1% | +8.9% | -6.8% | -3.4% |
| 6M | +153.8% | +10.9% | +142.9% | +136.8% |
| YTD | +256.4% | +21.5% | +234.9% | +216.1% |
| 1Y | +719.8% | +21.9% | +697.8% | +623.2% |
| 3Y | +1,360.4% | +109.2% | +1,251.1% | +853.9% |
| 5Y | +1,312.4% | +102.0% | +1,210.5% | +802.1% |
| 10Y | +6,142.6% | +171.9% | +5,970.6% | +2,989.8% |
| All | +106,206.6% | +8,294.1% | +97,912.6% | +8,301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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