+2,627.5%
NDAQ vs MTB
+404.6%
+2,222.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +1.3% | +1.5% | -0.3% | +0.5% |
| 30D | +18.0% | +2.3% | +15.6% | +16.7% |
| 3M | +11.5% | -12.1% | +23.6% | +18.1% |
| 6M | +21.1% | +9.8% | +11.3% | +15.7% |
| YTD | +12.8% | +12.0% | +0.8% | +6.3% |
| 1Y | +25.7% | +22.0% | +3.7% | +13.8% |
| 3Y | +116.8% | +107.6% | +9.2% | +49.1% |
| 5Y | +67.3% | +61.9% | +5.4% | +22.6% |
| 10Y | +473.3% | +116.3% | +357.0% | +211.1% |
| All | +2,627.5% | +404.6% | +2,222.9% | +733.7% |
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