+64.2%
T vs MTB
+103.4%
-39.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | +4.6% | -4.6% | +9.2% | +5.5% |
| 3M | +12.2% | +6.3% | +6.0% | +11.0% |
| 6M | -6.5% | +15.6% | -22.1% | -9.0% |
| YTD | +4.9% | +20.6% | -15.7% | +1.0% |
| 1Y | -10.5% | +22.5% | -33.0% | -14.2% |
| 3Y | +104.6% | +114.4% | -9.8% | +71.0% |
| 5Y | +64.2% | +101.9% | -37.7% | +33.0% |
| All | +64.2% | +103.4% | -39.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling