-53.2%
S vs MTB
+94.7%
-147.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.7% | +1.7% | -9.4% | -8.4% |
| 30D | -5.3% | -4.2% | -1.1% | -3.7% |
| 3M | +20.3% | +8.9% | +11.4% | +16.1% |
| 6M | +47.4% | +10.9% | +36.5% | +40.6% |
| YTD | +32.5% | +21.5% | +11.0% | +21.4% |
| 1Y | +9.5% | +21.9% | -12.4% | +0.1% |
| 3Y | +15.5% | +109.2% | -93.7% | -14.8% |
| 5Y | -71.2% | +102.0% | -173.2% | -75.5% |
| All | -53.2% | +94.7% | -147.9% | -61.3% |
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