+46.5%
NTR vs MTB
+104.1%
-57.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +16.8% | -4.8% | +21.6% | +18.3% |
| 3M | +20.7% | +6.0% | +14.8% | +18.5% |
| 6M | +0.5% | +19.6% | -19.1% | -5.0% |
| YTD | +29.2% | +21.5% | +7.7% | +21.0% |
| 1Y | +39.6% | +24.7% | +14.9% | +29.5% |
| 3Y | +37.9% | +108.6% | -70.7% | +3.6% |
| All | +46.5% | +104.1% | -57.7% | +4.5% |
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