+8,200.6%
USB vs MTB
+7,762.1%
+438.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.1% |
| 7D | +2.4% | +2.0% | +0.4% | +0.9% |
| 30D | +6.6% | +2.9% | +3.6% | +4.4% |
| 3M | -4.1% | -10.7% | +6.6% | +4.1% |
| 6M | +12.5% | +6.3% | +6.1% | +7.7% |
| YTD | +17.6% | +13.8% | +3.9% | +7.3% |
| 1Y | +36.5% | +27.7% | +8.8% | +14.5% |
| 3Y | +95.4% | +101.1% | -5.7% | +17.9% |
| 5Y | +26.1% | +70.5% | -44.4% | -16.6% |
| 10Y | +101.3% | +145.3% | -44.1% | -1.9% |
| All | +8,200.6% | +7,762.1% | +438.5% | +987.3% |
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