+34.0%
USB vs MTB
+23.4%
+10.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +1.7% | -0.3% | -0.1% |
| 30D | -1.3% | -4.2% | +2.9% | +2.4% |
| 3M | +15.2% | +8.9% | +6.4% | +6.9% |
| 6M | +18.8% | +10.9% | +8.0% | +8.6% |
| YTD | +21.0% | +21.5% | -0.5% | +3.0% |
| 1Y | +34.0% | +21.9% | +12.1% | +13.9% |
| All | +34.0% | +23.4% | +10.6% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling