+238.6%
P vs MTB
+63.3%
+175.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.9% |
| 7D | -23.8% | -1.3% | -22.5% | -23.4% |
| 30D | -36.6% | +0.5% | -37.1% | -36.7% |
| 3M | +10.9% | -12.4% | +23.3% | +16.7% |
| 6M | +30.0% | +1.5% | +28.5% | +28.4% |
| YTD | +44.4% | +10.3% | +34.1% | +37.7% |
| 1Y | +3.9% | +22.2% | -18.3% | -5.3% |
| 3Y | +176.6% | +96.9% | +79.6% | +108.8% |
| All | +238.6% | +63.3% | +175.3% | +170.3% |
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