+13.5%
U vs MTB
+118.5%
-105.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | +4.5% | +2.8% | +1.7% | +2.5% |
| 30D | -0.6% | -4.2% | +3.6% | +2.3% |
| 3M | +48.4% | +7.8% | +40.6% | +40.0% |
| 6M | +115.4% | +14.8% | +100.5% | +92.1% |
| YTD | -3.2% | +20.8% | -24.0% | -16.9% |
| 1Y | -6.0% | +23.1% | -29.2% | -20.6% |
| 3Y | +13.5% | +114.8% | -101.4% | -40.4% |
| All | +13.5% | +118.5% | -105.1% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling