-22.7%
U vs MTB
+162.3%
-185.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.0% |
| 7D | +2.6% | +1.5% | +1.0% | +2.0% |
| 30D | +27.6% | +2.3% | +25.2% | +26.4% |
| 3M | +15.3% | -12.1% | +27.5% | +20.3% |
| 6M | +96.4% | +9.8% | +86.6% | +89.6% |
| YTD | +19.6% | +12.0% | +7.6% | +14.4% |
| 1Y | +42.1% | +22.0% | +20.1% | +32.0% |
| 3Y | +87.5% | +107.6% | -20.1% | +53.7% |
| 5Y | -73.1% | +61.9% | -135.0% | -76.3% |
| All | -22.7% | +162.3% | -185.1% | -12.0% |
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 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