+209.8%
W vs MTB
+154.0%
+55.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.9% |
| 30D | +10.5% | +2.4% | +8.1% | +9.4% |
| 3M | +9.6% | -10.5% | +20.1% | +16.4% |
| 6M | +76.4% | +6.4% | +70.0% | +71.6% |
| YTD | +16.4% | +12.8% | +3.6% | +9.8% |
| 1Y | +9.3% | +23.3% | -13.9% | -1.6% |
| 3Y | +172.8% | +108.2% | +64.6% | +97.9% |
| 5Y | -53.4% | +68.6% | -121.9% | -62.3% |
| 10Y | +243.6% | +125.3% | +118.4% | +127.2% |
| All | +209.8% | +154.0% | +55.8% | +91.3% |
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