+10.2%
O vs MTB
+65.0%
-54.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | -2.4% | -12.1% | +9.7% | 0.0% |
| 6M | -1.9% | +7.3% | -9.2% | -3.2% |
| YTD | +10.5% | +11.5% | -1.1% | +8.0% |
| 1Y | +10.0% | +21.3% | -11.3% | +5.8% |
| 3Y | +40.5% | +104.1% | -63.7% | +19.2% |
| 5Y | +10.2% | +61.8% | -51.6% | -4.0% |
| All | +10.2% | +65.0% | -54.8% | -4.0% |
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