+715.0%
P vs MTB
+173.2%
+541.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +7.8% | +2.8% | +5.1% | +6.7% |
| 30D | +12.3% | -4.2% | +16.5% | +14.4% |
| 3M | +37.1% | +7.8% | +29.3% | +32.6% |
| 6M | +66.1% | +14.8% | +51.3% | +56.0% |
| YTD | +50.9% | +20.8% | +30.2% | +38.8% |
| 1Y | +27.2% | +23.1% | +4.1% | +15.4% |
| 3Y | +158.7% | +114.8% | +43.8% | +84.9% |
| 5Y | +291.1% | +103.3% | +187.8% | +176.2% |
| 10Y | +715.0% | +173.0% | +542.0% | +358.4% |
| All | +715.0% | +173.2% | +541.8% | +358.4% |
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