-1.6%
NDAQ vs MTB
+22.5%
-24.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | -6.8% | -0.4% | -6.4% | -6.7% |
| 30D | -3.2% | -4.6% | +1.4% | -2.0% |
| 3M | +6.5% | +7.4% | -0.9% | +5.0% |
| 6M | +5.7% | +18.7% | -12.9% | +1.5% |
| YTD | -4.6% | +21.1% | -25.7% | -8.9% |
| 1Y | -1.6% | +24.1% | -25.6% | -9.3% |
| All | -1.6% | +22.5% | -24.1% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling