+199.8%
TER vs MTB
+23.4%
+176.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | +0.6% | +1.7% | -1.1% | -0.6% |
| 30D | -8.3% | -4.2% | -4.1% | -5.6% |
| 3M | -12.2% | +8.9% | -21.1% | -19.3% |
| 6M | +17.0% | +10.9% | +6.2% | +5.3% |
| YTD | +84.6% | +21.5% | +63.1% | +59.9% |
| 1Y | +199.8% | +21.9% | +177.9% | +132.5% |
| All | +199.8% | +23.4% | +176.4% | +132.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling