-9.8%
T vs MTB
+22.0%
-31.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | +1.1% | -4.2% | -3.2% |
| 30D | +4.6% | -4.6% | +9.2% | +5.2% |
| 3M | +12.2% | +6.3% | +6.0% | +11.8% |
| 6M | -6.5% | +15.6% | -22.1% | -7.3% |
| YTD | +4.9% | +20.6% | -15.7% | +1.7% |
| All | -9.8% | +22.0% | -31.8% | -11.8% |
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 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