+802.8%
TEAM vs MTB
+164.2%
+638.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.4% | +1.7% | -2.2% | -0.8% |
| 30D | +67.3% | -4.2% | +71.5% | +68.7% |
| 3M | +86.8% | +8.9% | +77.9% | +83.3% |
| 6M | +146.8% | +10.9% | +135.9% | +140.4% |
| YTD | +16.9% | +21.5% | -4.6% | +11.5% |
| 1Y | +12.8% | +21.9% | -9.1% | +7.4% |
| 3Y | -7.3% | +109.2% | -116.5% | -21.1% |
| 5Y | -50.7% | +102.0% | -152.7% | -57.1% |
| 10Y | +529.8% | +171.9% | +357.9% | +377.6% |
| All | +802.8% | +164.2% | +638.5% | +675.1% |
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