+162.2%
W vs MTB
+172.8%
-10.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | +5.9% | +1.1% | +4.8% | +5.3% |
| 30D | -3.0% | -4.6% | +1.6% | -0.5% |
| 3M | +40.3% | +6.3% | +34.1% | +35.9% |
| 6M | +32.2% | +15.6% | +16.6% | +22.3% |
| YTD | -0.3% | +20.6% | -20.8% | -9.7% |
| 1Y | +16.2% | +22.5% | -6.4% | +4.1% |
| 3Y | +40.7% | +114.4% | -73.7% | -1.2% |
| 5Y | -62.3% | +101.9% | -164.2% | -72.0% |
| 10Y | +162.2% | +170.4% | -8.2% | +47.1% |
| All | +162.2% | +172.8% | -10.6% | +47.1% |
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 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