+2,658.0%
NDAQ vs MTB
+402.5%
+2,255.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.9% |
| 30D | +16.3% | +0.1% | +16.2% | +16.3% |
| 3M | +15.8% | -12.1% | +27.9% | +22.7% |
| 6M | +24.8% | +7.3% | +17.5% | +20.5% |
| YTD | +14.1% | +11.5% | +2.5% | +7.7% |
| 1Y | +26.5% | +21.3% | +5.2% | +14.8% |
| 3Y | +119.1% | +104.1% | +15.0% | +51.9% |
| 5Y | +70.9% | +61.8% | +9.1% | +25.2% |
| 10Y | +479.7% | +115.4% | +364.3% | +215.2% |
| All | +2,658.0% | +402.5% | +2,255.4% | +744.7% |
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