+198.3%
W vs MTB
+151.6%
+46.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.2% |
| 7D | +1.1% | -0.7% | +1.7% | +1.6% |
| 30D | +6.4% | +1.4% | +5.0% | +5.9% |
| 3M | +9.0% | -11.6% | +20.6% | +16.5% |
| 6M | +69.8% | +5.4% | +64.4% | +66.1% |
| YTD | +12.1% | +11.7% | +0.3% | +6.2% |
| 1Y | 0.0% | +20.5% | -20.5% | -8.9% |
| 3Y | +160.3% | +104.5% | +55.8% | +90.6% |
| 5Y | -53.3% | +65.1% | -118.4% | -61.8% |
| 10Y | +217.0% | +119.5% | +97.5% | +111.9% |
| All | +198.3% | +151.6% | +46.7% | +85.1% |
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 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