+281.3%
P vs MTB
+101.8%
+179.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +6.5% | +1.7% | +4.8% | +5.9% |
| 30D | +18.8% | -4.2% | +23.0% | +20.9% |
| 3M | +26.7% | +8.9% | +17.9% | +22.3% |
| 6M | +62.2% | +10.9% | +51.3% | +54.8% |
| YTD | +48.5% | +21.5% | +27.0% | +36.7% |
| 1Y | +26.4% | +21.9% | +4.5% | +15.7% |
| 3Y | +159.4% | +109.2% | +50.2% | +92.2% |
| All | +281.3% | +101.8% | +179.4% | +185.8% |
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 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