-86.9%
OPEN vs MTB
+150.4%
-237.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.4% |
| 7D | -21.7% | -0.8% | -20.9% | -21.2% |
| 30D | -36.5% | +2.4% | -38.9% | -37.0% |
| 3M | -59.5% | -10.5% | -49.0% | -57.2% |
| 6M | -71.9% | +6.4% | -78.3% | -72.6% |
| YTD | -75.8% | +12.8% | -88.6% | -77.1% |
| 1Y | -78.5% | +23.3% | -101.8% | -80.5% |
| 3Y | -30.2% | +108.2% | -138.4% | -48.5% |
| 5Y | -93.3% | +68.6% | -161.9% | -94.5% |
| All | -86.9% | +150.4% | -237.4% | -87.7% |
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