+24.3%
W vs MTB
+27.0%
-2.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.8% | +9.9% |
| 7D | +8.4% | +2.0% | +6.4% | +6.4% |
| 30D | +16.5% | +2.9% | +13.6% | +13.5% |
| 3M | +6.4% | -10.7% | +17.1% | +18.6% |
| 6M | +90.5% | +6.3% | +84.2% | +79.4% |
| YTD | +23.1% | +13.8% | +9.3% | +9.8% |
| 1Y | +24.3% | +27.7% | -3.5% | -3.7% |
| All | +24.3% | +27.0% | -2.7% | -3.7% |
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