-7.4%
T vs MTB
+20.0%
-27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +2.0% | -2.0% | +4.0% | +2.3% |
| 30D | -1.0% | +0.1% | -1.2% | -1.1% |
| 3M | -8.1% | -12.1% | +4.0% | -6.8% |
| 6M | -8.3% | +7.3% | -15.6% | -7.4% |
| YTD | -6.1% | +11.5% | -17.6% | -7.2% |
| 1Y | -7.4% | +21.3% | -28.7% | -9.6% |
| All | -7.4% | +20.0% | -27.4% | -9.6% |
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