+1,077.0%
TER vs MTB
+119.7%
+957.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +5.9% | -2.0% | +7.9% | +7.1% |
| 30D | -30.8% | +0.1% | -30.9% | -30.8% |
| 3M | -29.9% | -12.1% | -17.8% | -25.7% |
| 6M | -27.5% | +7.3% | -34.8% | -30.2% |
| YTD | +37.5% | +11.5% | +25.9% | +30.8% |
| 1Y | +50.3% | +21.3% | +29.0% | +37.7% |
| 3Y | +204.9% | +104.1% | +100.8% | +123.4% |
| 5Y | +89.2% | +61.8% | +27.3% | +49.0% |
| 10Y | +1,077.0% | +115.4% | +961.6% | +745.3% |
| All | +1,077.0% | +119.7% | +957.2% | +745.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling