-48.8%
S vs MTB
+76.7%
-125.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | -13.4% | -1.3% | -12.1% | -13.0% |
| 30D | -14.0% | +0.5% | -14.5% | -14.1% |
| 3M | +4.9% | -12.4% | +17.3% | +10.3% |
| 6M | +42.0% | +1.5% | +40.5% | +40.6% |
| YTD | +45.1% | +10.3% | +34.8% | +38.0% |
| 1Y | +33.1% | +22.2% | +10.9% | +21.2% |
| 3Y | +40.6% | +96.9% | -56.3% | +6.4% |
| 5Y | -67.5% | +64.3% | -131.8% | -72.2% |
| All | -48.8% | +76.7% | -125.5% | -56.0% |
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