+63.3%
UL vs MTB
+172.9%
-109.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -4.1% | -0.4% | -3.6% | -4.0% |
| 30D | -1.2% | -4.6% | +3.4% | -0.5% |
| 3M | +6.0% | +7.4% | -1.4% | +4.9% |
| 6M | -5.5% | +18.7% | -24.2% | -7.8% |
| YTD | -3.3% | +21.1% | -24.4% | -6.1% |
| 1Y | -9.8% | +24.1% | -33.9% | -12.7% |
| 3Y | +20.1% | +115.3% | -95.2% | +4.9% |
| 5Y | +19.2% | +106.0% | -86.8% | +3.4% |
| All | +63.3% | +172.9% | -109.6% | +26.4% |
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 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