+1,872.1%
T vs MTB
+8,294.1%
-6,421.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | +11.4% | -4.2% | +15.6% | +12.6% |
| 3M | +14.3% | +8.9% | +5.4% | +11.5% |
| 6M | -9.3% | +10.9% | -20.1% | -12.1% |
| YTD | +7.1% | +21.5% | -14.4% | +0.9% |
| 1Y | -9.1% | +21.9% | -31.0% | -14.6% |
| 3Y | +105.3% | +109.2% | -3.9% | +61.4% |
| 5Y | +66.8% | +102.0% | -35.2% | +28.6% |
| 10Y | +66.8% | +171.9% | -105.1% | +11.7% |
| All | +1,872.1% | +8,294.1% | -6,421.9% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling