+41.2%
USB vs MTB
+101.8%
-60.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +15.2% | +8.9% | +6.4% | +8.1% |
| 6M | +18.8% | +10.9% | +8.0% | +9.9% |
| YTD | +21.0% | +21.5% | -0.5% | +4.6% |
| 1Y | +34.0% | +21.9% | +12.1% | +15.5% |
| 3Y | +95.3% | +109.2% | -13.9% | +13.9% |
| All | +41.2% | +101.8% | -60.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling