+2,732.3%
UL vs MTB
+7,592.0%
-4,859.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +5.7% | +0.8% | +4.8% | +5.5% |
| 3M | +7.0% | -12.8% | +19.7% | +9.9% |
| 6M | +16.1% | +6.7% | +9.4% | +14.5% |
| YTD | +3.6% | +11.3% | -7.7% | +1.1% |
| 1Y | -1.4% | +20.2% | -21.5% | -5.3% |
| 3Y | +34.1% | +103.8% | -69.7% | +13.2% |
| 5Y | +32.0% | +60.9% | -28.9% | +14.8% |
| 10Y | +104.7% | +115.0% | -10.3% | +56.6% |
| All | +2,732.3% | +7,592.0% | -4,859.7% | +1,049.1% |
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