+384.8%
V vs MTB
+172.8%
+211.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +1.9% | -4.6% | +6.5% | +3.5% |
| 3M | +13.2% | +6.3% | +7.0% | +10.7% |
| 6M | +16.7% | +15.6% | +1.1% | +10.7% |
| YTD | +5.4% | +20.6% | -15.2% | -1.6% |
| 1Y | +7.7% | +22.5% | -14.9% | -0.3% |
| 3Y | +52.0% | +114.4% | -62.4% | +13.1% |
| 5Y | +67.7% | +101.9% | -34.2% | +23.7% |
| 10Y | +384.8% | +170.4% | +214.3% | +210.6% |
| All | +384.8% | +172.8% | +211.9% | +210.6% |
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