+707.9%
P vs MTB
+136.2%
+571.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +5.4% |
| 7D | -9.6% | -0.8% | -8.9% | -9.2% |
| 30D | -33.4% | +2.4% | -35.8% | -34.0% |
| 3M | +14.2% | -10.5% | +24.7% | +19.5% |
| 6M | +31.6% | +6.4% | +25.2% | +27.6% |
| YTD | +53.5% | +12.8% | +40.7% | +45.0% |
| 1Y | +14.2% | +23.3% | -9.1% | +3.6% |
| 3Y | +190.5% | +108.2% | +82.3% | +111.2% |
| 5Y | +256.3% | +68.6% | +187.8% | +173.3% |
| 10Y | +707.9% | +125.3% | +582.6% | +471.8% |
| All | +707.9% | +136.2% | +571.7% | +471.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling