+43,155.6%
RMD vs MTB
+2,643.0%
+40,512.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +1.9% | +0.8% | +1.1% | +1.7% |
| 3M | +6.3% | -12.8% | +19.1% | +10.3% |
| 6M | +18.2% | +6.7% | +11.5% | +16.0% |
| YTD | +0.3% | +11.3% | -11.1% | -2.8% |
| 1Y | -4.3% | +20.2% | -24.4% | -9.2% |
| 3Y | +71.3% | +103.8% | -32.5% | +38.0% |
| 5Y | -1.8% | +60.9% | -62.6% | -17.6% |
| 10Y | +344.6% | +115.0% | +229.6% | +217.7% |
| All | +43,155.6% | +2,643.0% | +40,512.5% | +11,114.1% |
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