+14,183.4%
TER vs MTB
+8,294.1%
+5,889.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +1.7% | -1.1% | -0.3% |
| 30D | -8.3% | -4.2% | -4.1% | -6.2% |
| 3M | -12.2% | +8.9% | -21.1% | -16.5% |
| 6M | +17.1% | +10.9% | +6.2% | +10.8% |
| YTD | +84.7% | +21.5% | +63.2% | +66.7% |
| 1Y | +199.9% | +21.9% | +178.0% | +169.5% |
| 3Y | +232.8% | +109.2% | +123.5% | +123.3% |
| 5Y | +198.6% | +102.0% | +96.6% | +94.4% |
| 10Y | +1,669.7% | +171.9% | +1,497.8% | +768.5% |
| All | +14,183.4% | +8,294.1% | +5,889.3% | +1,336.0% |
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