+17.0%
O vs MTB
+103.8%
-86.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | +2.8% | -3.3% | -1.1% |
| 30D | -2.0% | -4.2% | +2.2% | -1.2% |
| 3M | +3.0% | +7.8% | -4.8% | +1.5% |
| 6M | -3.6% | +14.8% | -18.5% | -6.2% |
| YTD | +12.1% | +20.8% | -8.7% | +7.9% |
| 1Y | +8.9% | +23.1% | -14.2% | +4.4% |
| 3Y | +30.3% | +114.8% | -84.5% | +9.7% |
| All | +17.0% | +103.8% | -86.8% | -1.3% |
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