-1.6%
RMD vs MTB
+65.0%
-66.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.3% |
| 30D | +1.7% | +0.1% | +1.5% | +1.7% |
| 3M | +6.4% | -12.1% | +18.5% | +9.9% |
| 6M | +20.7% | +7.3% | +13.4% | +18.5% |
| YTD | -0.2% | +11.5% | -11.7% | -2.9% |
| 1Y | -4.5% | +21.3% | -25.8% | -9.0% |
| 3Y | +70.5% | +104.1% | -33.6% | +41.6% |
| 5Y | -1.6% | +61.8% | -63.4% | -12.9% |
| All | -1.6% | +65.0% | -66.6% | -12.9% |
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