-68.3%
U vs MTB
+103.4%
-171.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.4% | +1.1% | +3.3% | +3.7% |
| 30D | -1.3% | -4.6% | +3.3% | +1.7% |
| 3M | +49.6% | +6.3% | +43.3% | +43.3% |
| 6M | +100.2% | +15.6% | +84.6% | +79.9% |
| YTD | -3.7% | +20.6% | -24.2% | -15.9% |
| 1Y | -6.5% | +22.5% | -29.0% | -19.2% |
| 3Y | +12.9% | +114.4% | -101.5% | -32.7% |
| 5Y | -68.3% | +101.9% | -170.2% | -77.4% |
| All | -68.3% | +103.4% | -171.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling