+14.7%
S vs MTB
+118.5%
-103.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -5.8% | +2.8% | -8.6% | -7.0% |
| 30D | -9.2% | -4.2% | -5.0% | -7.4% |
| 3M | +23.4% | +7.8% | +15.6% | +19.0% |
| 6M | +36.9% | +14.8% | +22.1% | +27.4% |
| YTD | +29.5% | +20.8% | +8.8% | +16.7% |
| 1Y | +5.4% | +23.1% | -17.7% | -6.1% |
| 3Y | +14.7% | +114.8% | -100.1% | -21.8% |
| All | +14.7% | +118.5% | -103.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling