+1,514.2%
RF vs MTB
+8,294.1%
-6,779.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.3% | +1.7% | -0.4% | -0.3% |
| 30D | -3.6% | -4.2% | +0.6% | +0.4% |
| 3M | +8.1% | +8.9% | -0.8% | -0.4% |
| 6M | +11.5% | +10.9% | +0.6% | +0.9% |
| YTD | +15.6% | +21.5% | -5.9% | -4.0% |
| 1Y | +15.7% | +21.9% | -6.2% | -4.2% |
| 3Y | +86.9% | +109.2% | -22.4% | -8.5% |
| 5Y | +89.8% | +102.0% | -12.2% | -7.9% |
| 10Y | +344.7% | +171.9% | +172.8% | +58.8% |
| All | +1,514.2% | +8,294.1% | -6,779.9% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling