-62.1%
W vs MTB
+102.5%
-164.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +6.5% | +2.8% | +3.7% | +3.9% |
| 30D | -6.2% | -4.2% | -2.0% | -2.7% |
| 3M | +48.9% | +7.8% | +41.1% | +39.5% |
| 6M | +31.2% | +14.8% | +16.4% | +16.0% |
| YTD | -0.4% | +20.8% | -21.2% | -15.8% |
| 1Y | +14.8% | +23.1% | -8.3% | -4.8% |
| 3Y | +40.5% | +114.8% | -74.3% | -24.4% |
| 5Y | -62.1% | +103.3% | -165.4% | -75.9% |
| All | -62.1% | +102.5% | -164.6% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling