+32.0%
Q vs MTB
+31.6%
+0.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +6.6% | +1.1% | +5.5% | +6.0% |
| 30D | -6.6% | -4.6% | -1.9% | -4.2% |
| 3M | -13.2% | +6.3% | -19.5% | -17.3% |
| 6M | +9.9% | +15.6% | -5.7% | -2.3% |
| YTD | +53.9% | +20.6% | +33.4% | +30.5% |
| All | +32.0% | +31.6% | +0.4% | +4.3% |
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 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