+98.0%
NI vs MTB
+101.1%
-3.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | -1.4% | -4.6% | +3.2% | -0.6% |
| 3M | -10.6% | +7.4% | -18.0% | -11.8% |
| 6M | -9.9% | +18.7% | -28.6% | -12.9% |
| YTD | +1.2% | +21.1% | -19.9% | -2.7% |
| 1Y | +4.4% | +24.1% | -19.7% | -0.2% |
| 3Y | +68.6% | +115.3% | -46.7% | +41.8% |
| 5Y | +98.0% | +106.0% | -8.0% | +71.6% |
| All | +98.0% | +101.1% | -3.1% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling