+580.0%
XYZ vs MTB
+173.2%
+406.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +2.9% | +2.8% | +0.1% | +1.6% |
| 30D | +1.4% | -4.2% | +5.6% | +3.4% |
| 3M | +14.6% | +7.8% | +6.8% | +10.4% |
| 6M | +20.8% | +14.8% | +5.9% | +13.0% |
| YTD | +23.1% | +20.8% | +2.3% | +12.0% |
| 1Y | +5.6% | +23.1% | -17.5% | -4.9% |
| 3Y | +50.9% | +114.8% | -63.9% | +6.1% |
| 5Y | -68.6% | +103.3% | -171.8% | -76.8% |
| 10Y | +580.0% | +173.0% | +407.0% | +353.3% |
| All | +580.0% | +173.2% | +406.8% | +353.3% |
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 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