+2,653.9%
UL vs MTB
+8,294.1%
-5,640.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.3% | +1.7% | -3.1% | -1.7% |
| 30D | +0.5% | -4.2% | +4.7% | +1.3% |
| 3M | +17.6% | +8.9% | +8.7% | +15.6% |
| 6M | -5.4% | +10.9% | -16.2% | -7.4% |
| YTD | +0.7% | +21.5% | -20.8% | -3.4% |
| 1Y | -9.3% | +21.9% | -31.2% | -13.1% |
| 3Y | +24.5% | +109.2% | -84.7% | +4.5% |
| 5Y | +23.2% | +102.0% | -78.8% | +1.9% |
| 10Y | +64.5% | +171.9% | -107.4% | +19.5% |
| All | +2,653.9% | +8,294.1% | -5,640.2% | +998.4% |
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