+92.6%
NDAQ vs MTB
+118.5%
-26.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.6% | +2.8% | -5.3% | -3.4% |
| 30D | +0.5% | -4.2% | +4.7% | +1.8% |
| 3M | +9.9% | +7.8% | +2.1% | +7.4% |
| 6M | +8.2% | +14.8% | -6.6% | +3.4% |
| YTD | -1.5% | +20.8% | -22.3% | -7.5% |
| 1Y | +1.3% | +23.1% | -21.8% | -5.6% |
| 3Y | +92.6% | +114.8% | -22.2% | +48.6% |
| All | +92.6% | +118.5% | -26.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling