+1,381.0%
NET vs MTB
+78.3%
+1,302.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.8% |
| 7D | -16.4% | +2.0% | -18.4% | -16.7% |
| 30D | -25.8% | +2.9% | -28.8% | -26.3% |
| 3M | -11.5% | -10.7% | -0.9% | -9.4% |
| 6M | +18.9% | +6.3% | +12.6% | +17.0% |
| YTD | +35.2% | +13.8% | +21.4% | +30.7% |
| 1Y | +14.5% | +27.7% | -13.3% | +7.8% |
| 3Y | +313.8% | +101.1% | +212.7% | +256.8% |
| 5Y | +32.6% | +70.5% | -37.9% | +19.2% |
| All | +1,381.0% | +78.3% | +1,302.7% | +1,356.1% |
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