+38.1%
Q vs MTB
+21.0%
+17.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | +1.2% | +1.5% | -0.4% | +0.5% |
| 30D | -2.7% | +2.3% | -5.0% | -3.8% |
| 3M | -16.9% | -12.1% | -4.8% | -11.2% |
| 6M | -26.9% | +9.8% | -36.7% | -33.4% |
| YTD | +45.2% | +12.0% | +33.2% | +27.0% |
| 1Y | +38.1% | +22.0% | +16.1% | +11.0% |
| All | +38.1% | +21.0% | +17.1% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling