-53.8%
TEAM vs MTB
+102.5%
-156.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.7% |
| 7D | -5.7% | +2.8% | -8.4% | -6.7% |
| 30D | +18.3% | -4.2% | +22.5% | +20.2% |
| 3M | +80.2% | +7.8% | +72.4% | +74.6% |
| 6M | +111.0% | +14.8% | +96.2% | +97.8% |
| YTD | +8.8% | +20.8% | -12.0% | -0.6% |
| 1Y | +2.2% | +23.1% | -21.0% | -7.6% |
| 3Y | -14.6% | +114.8% | -129.4% | -40.0% |
| 5Y | -53.8% | +103.3% | -157.1% | -61.0% |
| All | -53.8% | +102.5% | -156.2% | -61.0% |
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