+625.2%
TEAM vs MTB
+142.1%
+483.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -16.9% | 0.0% | -16.9% | -16.9% |
| 30D | -26.8% | +0.8% | -27.6% | -26.9% |
| 3M | -1.9% | -12.8% | +10.9% | +0.9% |
| 6M | +79.2% | +6.7% | +72.5% | +76.5% |
| YTD | -6.1% | +11.3% | -17.4% | -8.8% |
| 1Y | -2.1% | +20.2% | -22.2% | -6.5% |
| 3Y | -13.6% | +103.8% | -117.4% | -25.9% |
| 5Y | -65.8% | +60.9% | -126.7% | -69.2% |
| 10Y | +454.0% | +115.0% | +339.0% | +356.1% |
| All | +625.2% | +142.1% | +483.0% | +534.3% |
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