+89.2%
USB vs MTB
+136.2%
-47.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +0.8% |
| 7D | +0.8% | -0.8% | +1.5% | +1.4% |
| 30D | +6.8% | +2.4% | +4.4% | +4.9% |
| 3M | -3.8% | -10.5% | +6.7% | +4.8% |
| 6M | +11.7% | +6.4% | +5.3% | +6.7% |
| YTD | +17.5% | +12.8% | +4.7% | +7.3% |
| 1Y | +33.8% | +23.3% | +10.5% | +14.2% |
| 3Y | +104.2% | +108.2% | -4.0% | +17.1% |
| 5Y | +26.4% | +68.6% | -42.2% | -18.2% |
| 10Y | +89.2% | +125.3% | -36.1% | -8.6% |
| All | +89.2% | +136.2% | -47.0% | -8.6% |
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