+1,972.6%
NOW vs MTB
+291.0%
+1,681.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -26.0% | +0.5% | -26.6% | -26.2% |
| 3M | -13.1% | -12.4% | -0.7% | -10.1% |
| 6M | +14.5% | +1.5% | +13.0% | +13.5% |
| YTD | -33.4% | +10.3% | -43.7% | -36.0% |
| 1Y | -40.6% | +22.2% | -62.8% | -44.7% |
| 3Y | -16.3% | +96.9% | -113.3% | -32.9% |
| 5Y | -26.3% | +64.3% | -90.6% | -38.6% |
| 10Y | +512.7% | +137.8% | +374.9% | +281.6% |
| All | +1,972.6% | +291.0% | +1,681.6% | +1,053.4% |
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