+77.6%
V vs MTB
+95.2%
-17.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | +13.6% | +0.5% | +13.1% | +13.5% |
| 3M | +14.3% | -12.4% | +26.7% | +18.7% |
| 6M | +33.1% | +1.5% | +31.6% | +32.3% |
| YTD | +21.2% | +10.3% | +10.9% | +17.6% |
| 1Y | +26.4% | +22.2% | +4.2% | +19.0% |
| 3Y | +77.6% | +96.9% | -19.4% | +59.1% |
| All | +77.6% | +95.2% | -17.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling