+163.6%
W vs MTB
+173.5%
-9.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | +1.7% | -5.9% | -5.0% |
| 30D | -7.6% | -4.2% | -3.4% | -5.5% |
| 3M | +37.2% | +8.9% | +28.3% | +31.3% |
| 6M | +26.3% | +10.9% | +15.5% | +19.8% |
| YTD | -1.0% | +21.5% | -22.5% | -10.4% |
| 1Y | +20.1% | +21.9% | -1.8% | +8.3% |
| 3Y | +37.8% | +109.2% | -71.5% | -1.1% |
| 5Y | -63.7% | +102.0% | -165.6% | -72.7% |
| 10Y | +156.3% | +171.9% | -15.6% | +56.3% |
| All | +163.6% | +173.5% | -9.9% | +56.2% |
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