+219.1%
TER vs MTB
+102.5%
+116.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +11.0% | +2.8% | +8.2% | +9.4% |
| 30D | -1.9% | -4.2% | +2.3% | +0.3% |
| 3M | -0.7% | +7.8% | -8.5% | -4.9% |
| 6M | +36.4% | +14.8% | +21.5% | +26.7% |
| YTD | +92.4% | +20.8% | +71.7% | +74.9% |
| 1Y | +213.5% | +23.1% | +190.4% | +181.8% |
| 3Y | +277.2% | +114.8% | +162.4% | +165.7% |
| 5Y | +219.1% | +103.3% | +115.9% | +146.6% |
| All | +219.1% | +102.5% | +116.7% | +146.6% |
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