+109.7%
UL vs MTB
+115.1%
-5.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.1% | +1.5% | -0.4% | +0.9% |
| 30D | +4.5% | +2.3% | +2.2% | +4.1% |
| 3M | +6.5% | -12.1% | +18.6% | +8.4% |
| 6M | +18.2% | +9.8% | +8.4% | +16.6% |
| YTD | +4.7% | +12.0% | -7.3% | +2.8% |
| 1Y | +0.8% | +22.0% | -21.3% | -2.3% |
| 3Y | +35.9% | +107.6% | -71.7% | +19.2% |
| 5Y | +33.4% | +61.9% | -28.4% | +20.4% |
| All | +109.7% | +115.1% | -5.4% | +77.8% |
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 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