+3,313.2%
V vs MTB
+364.8%
+2,948.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +9.7% | +1.4% | +8.3% | +9.2% |
| 3M | +17.3% | -11.6% | +28.9% | +22.7% |
| 6M | +33.2% | +5.4% | +27.8% | +30.3% |
| YTD | +21.3% | +11.7% | +9.6% | +15.8% |
| 1Y | +27.3% | +20.5% | +6.8% | +18.0% |
| 3Y | +76.1% | +104.5% | -28.4% | +30.7% |
| 5Y | +103.5% | +65.1% | +38.4% | +58.4% |
| 10Y | +454.5% | +119.5% | +335.0% | +254.1% |
| All | +3,313.2% | +364.8% | +2,948.4% | +1,310.3% |
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