+504.6%
NOW vs MTB
+136.2%
+368.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -27.0% | +2.4% | -29.5% | -27.5% |
| 3M | -17.7% | -10.5% | -7.2% | -15.8% |
| 6M | +12.7% | +6.4% | +6.3% | +10.7% |
| YTD | -32.9% | +12.8% | -45.7% | -35.4% |
| 1Y | -40.4% | +23.3% | -63.7% | -43.8% |
| 3Y | -17.1% | +108.2% | -125.3% | -31.2% |
| 5Y | -25.7% | +68.6% | -94.3% | -35.7% |
| 10Y | +504.6% | +125.3% | +379.3% | +406.2% |
| All | +504.6% | +136.2% | +368.4% | +406.2% |
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