+8,438.8%
USB vs MTB
+8,294.1%
+144.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +1.7% | -0.3% | +0.2% |
| 30D | -1.3% | -4.2% | +2.9% | +1.8% |
| 3M | +15.2% | +8.9% | +6.4% | +8.4% |
| 6M | +18.8% | +10.9% | +8.0% | +10.3% |
| YTD | +21.0% | +21.5% | -0.5% | +5.2% |
| 1Y | +34.0% | +21.9% | +12.1% | +16.1% |
| 3Y | +95.3% | +109.2% | -13.9% | +14.6% |
| 5Y | +40.4% | +102.0% | -61.6% | -18.3% |
| 10Y | +107.3% | +171.9% | -64.6% | -6.3% |
| All | +8,438.8% | +8,294.1% | +144.8% | +966.2% |
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