+5.2%
XYZ vs MTB
+22.9%
-17.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | +0.5% | -4.6% | +5.1% | +2.1% |
| 3M | +16.3% | +6.3% | +10.0% | +13.6% |
| 6M | +21.1% | +15.6% | +5.5% | +13.7% |
| YTD | +22.0% | +20.6% | +1.4% | +10.9% |
| 1Y | +5.2% | +22.5% | -17.4% | -8.8% |
| All | +5.2% | +22.9% | -17.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling