+2,771.1%
NOW vs MTB
+330.7%
+2,440.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | +20.5% | -4.2% | +24.7% | +21.8% |
| 3M | +18.3% | +8.9% | +9.5% | +15.3% |
| 6M | +24.1% | +10.9% | +13.2% | +19.8% |
| YTD | -7.8% | +21.5% | -29.3% | -13.6% |
| 1Y | -21.4% | +21.9% | -43.3% | -26.6% |
| 3Y | +19.5% | +109.2% | -89.7% | -5.8% |
| 5Y | +4.1% | +102.0% | -97.9% | -18.2% |
| 10Y | +826.4% | +171.9% | +654.5% | +449.2% |
| All | +2,771.1% | +330.7% | +2,440.5% | +1,457.8% |
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