+90.9%
NTR vs MTB
+80.1%
+10.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -2.5% | -0.4% | -2.0% | -2.3% |
| 30D | +17.0% | -4.6% | +21.6% | +18.9% |
| 3M | +22.2% | +7.4% | +14.8% | +18.6% |
| 6M | +5.2% | +18.7% | -13.5% | -2.0% |
| YTD | +29.7% | +21.1% | +8.6% | +19.4% |
| 1Y | +39.4% | +24.1% | +15.3% | +27.0% |
| 3Y | +38.2% | +115.3% | -77.2% | -2.4% |
| 5Y | +47.6% | +106.0% | -58.4% | +1.9% |
| All | +90.9% | +80.1% | +10.8% | +31.7% |
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