+7.7%
V vs MTB
+23.4%
-15.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | +2.0% | -4.2% | +6.1% | +3.2% |
| 3M | +17.4% | +8.9% | +8.5% | +14.3% |
| 6M | +17.5% | +10.9% | +6.6% | +13.3% |
| YTD | +7.6% | +21.5% | -13.9% | +1.7% |
| 1Y | +7.7% | +21.9% | -14.2% | -0.7% |
| All | +7.7% | +23.4% | -15.7% | -0.7% |
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 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