+42.1%
RF vs MTB
+63.3%
-21.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.5% |
| 7D | -0.9% | -1.3% | +0.4% | +0.3% |
| 30D | +6.0% | +0.5% | +5.5% | +5.5% |
| 3M | -8.9% | -12.4% | +3.5% | +2.3% |
| 6M | +2.3% | +1.5% | +0.8% | +1.1% |
| YTD | +7.6% | +10.3% | -2.7% | -1.0% |
| 1Y | +21.2% | +22.2% | -1.0% | +2.1% |
| 3Y | +108.5% | +96.9% | +11.6% | +18.3% |
| All | +42.1% | +63.3% | -21.2% | -9.6% |
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