+18.9%
RF vs MTB
+20.0%
-1.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -1.3% | -2.0% | +0.6% | +0.6% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | -8.4% | -12.1% | +3.7% | +4.0% |
| 6M | +8.9% | +7.3% | +1.6% | +1.2% |
| YTD | +8.8% | +11.5% | -2.7% | -2.2% |
| 1Y | +18.9% | +21.3% | -2.4% | -1.8% |
| All | +18.9% | +20.0% | -1.1% | -1.8% |
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 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