-65.7%
TEAM vs MTB
+65.9%
-131.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -22.2% | -0.7% | -21.6% | -21.9% |
| 30D | -28.1% | +1.4% | -29.6% | -28.5% |
| 3M | -2.2% | -11.6% | +9.4% | +2.9% |
| 6M | +62.2% | +5.4% | +56.8% | +58.0% |
| YTD | -8.4% | +11.7% | -20.1% | -14.1% |
| 1Y | -6.6% | +20.5% | -27.2% | -15.7% |
| 3Y | -15.7% | +104.5% | -120.2% | -41.8% |
| 5Y | -65.7% | +65.1% | -130.8% | -73.4% |
| All | -65.7% | +65.9% | -131.6% | -73.4% |
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