+1,622.6%
T vs MTB
+7,592.0%
-5,969.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -7.5% | -12.8% | +5.3% | -4.0% |
| 6M | -9.9% | +6.7% | -16.6% | -11.7% |
| YTD | -6.4% | +11.3% | -17.8% | -9.7% |
| 1Y | -9.4% | +20.2% | -29.6% | -14.5% |
| 3Y | +64.9% | +103.8% | -38.9% | +30.7% |
| 5Y | +57.0% | +60.9% | -3.9% | +29.5% |
| 10Y | +60.8% | +115.0% | -54.2% | +15.1% |
| All | +1,622.6% | +7,592.0% | -5,969.4% | +373.1% |
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