-9.4%
T vs MTB
+21.0%
-30.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -2.9% | +0.8% | -3.8% | -3.1% |
| 3M | -7.5% | -12.8% | +5.3% | -6.1% |
| 6M | -9.9% | +6.7% | -16.6% | -9.0% |
| YTD | -6.4% | +11.3% | -17.8% | -7.5% |
| 1Y | -9.4% | +20.2% | -29.6% | -11.3% |
| All | -9.4% | +21.0% | -30.4% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling