+72.4%
TER vs MTB
+67.9%
+4.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.3% | +10.4% | +11.5% |
| 7D | -5.8% | -0.8% | -5.0% | -5.2% |
| 30D | -38.9% | +2.4% | -41.3% | -39.7% |
| 3M | -35.1% | -10.5% | -24.6% | -31.2% |
| 6M | -31.6% | +6.4% | -38.0% | -34.4% |
| YTD | +27.2% | +12.8% | +14.4% | +19.2% |
| 1Y | +35.2% | +23.3% | +11.9% | +21.0% |
| 3Y | +192.8% | +108.2% | +84.6% | +105.2% |
| 5Y | +72.4% | +68.6% | +3.8% | +33.5% |
| All | +72.4% | +67.9% | +4.5% | +33.5% |
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 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