-39.0%
U vs MTB
+184.5%
-223.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.8% | +1.7% | -5.5% | -4.4% |
| 30D | +17.5% | -4.2% | +21.6% | +19.1% |
| 3M | +38.7% | +8.9% | +29.9% | +34.6% |
| 6M | +104.4% | +10.9% | +93.5% | +96.5% |
| YTD | -5.7% | +21.5% | -27.2% | -12.1% |
| 1Y | +3.7% | +21.9% | -18.2% | -3.5% |
| 3Y | +12.3% | +109.2% | -96.9% | -9.0% |
| 5Y | -68.8% | +102.0% | -170.8% | -71.8% |
| All | -39.0% | +184.5% | -223.6% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling