+380.3%
NDAQ vs MTB
+172.8%
+207.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | -1.5% | -4.6% | +3.2% | -0.1% |
| 3M | +8.0% | +6.3% | +1.8% | +6.1% |
| 6M | +7.7% | +15.6% | -7.9% | +3.0% |
| YTD | -2.3% | +20.6% | -22.9% | -7.9% |
| 1Y | +0.6% | +22.5% | -22.0% | -5.7% |
| 3Y | +90.9% | +114.4% | -23.5% | +50.0% |
| 5Y | +52.5% | +101.9% | -49.4% | +18.2% |
| 10Y | +380.3% | +170.4% | +209.9% | +235.4% |
| All | +380.3% | +172.8% | +207.4% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling