-26.6%
U vs MTB
+160.7%
-187.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +7.6% | +0.8% | +6.8% | +7.2% |
| 3M | +12.7% | -12.8% | +25.4% | +17.9% |
| 6M | +87.0% | +6.7% | +80.3% | +82.2% |
| YTD | +13.6% | +11.3% | +2.3% | +9.0% |
| 1Y | +25.3% | +20.2% | +5.1% | +17.0% |
| 3Y | +85.8% | +103.8% | -18.0% | +53.0% |
| 5Y | -74.5% | +60.9% | -135.4% | -77.4% |
| All | -26.6% | +160.7% | -187.3% | -16.2% |
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