+86.4%
U vs MTB
+105.4%
-19.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.5% |
| 7D | +24.4% | -0.7% | +25.0% | +24.6% |
| 30D | +7.4% | +1.4% | +5.9% | +6.1% |
| 3M | +16.8% | -11.6% | +28.4% | +26.5% |
| 6M | +78.8% | +5.4% | +73.4% | +70.4% |
| YTD | +14.0% | +11.7% | +2.2% | +3.2% |
| 1Y | +16.7% | +20.5% | -3.8% | -0.5% |
| 3Y | +86.4% | +104.5% | -18.1% | -2.8% |
| All | +86.4% | +105.4% | -19.0% | -2.8% |
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