+68.4%
T vs MTB
+172.8%
-104.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | +4.6% | -4.6% | +9.2% | +5.9% |
| 3M | +12.2% | +6.3% | +6.0% | +10.2% |
| 6M | -6.5% | +15.6% | -22.1% | -10.5% |
| YTD | +4.9% | +20.6% | -15.7% | -1.1% |
| 1Y | -10.5% | +22.5% | -33.0% | -16.1% |
| 3Y | +104.6% | +114.4% | -9.8% | +57.3% |
| 5Y | +64.2% | +101.9% | -37.7% | +23.6% |
| 10Y | +68.4% | +170.4% | -102.0% | +14.8% |
| All | +68.4% | +172.8% | -104.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling