+5,387.7%
O vs MTB
+3,289.1%
+2,098.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.7% | -2.5% | -1.5% |
| 30D | -1.9% | -4.2% | +2.3% | -0.2% |
| 3M | +3.8% | +8.9% | -5.0% | +0.1% |
| 6M | -4.7% | +10.9% | -15.6% | -9.1% |
| YTD | +12.5% | +21.5% | -9.0% | +3.0% |
| 1Y | +10.8% | +21.9% | -11.1% | +1.1% |
| 3Y | +28.8% | +109.2% | -80.5% | -10.1% |
| 5Y | +13.2% | +102.0% | -88.8% | -24.2% |
| 10Y | +53.5% | +171.9% | -118.5% | -20.4% |
| All | +5,387.7% | +3,289.1% | +2,098.6% | +1,385.6% |
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