-68.9%
XYZ vs MTB
+101.8%
-170.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | +1.7% | -2.7% | -2.1% |
| 30D | -1.7% | -4.2% | +2.5% | +1.1% |
| 3M | +16.7% | +8.9% | +7.9% | +9.8% |
| 6M | +26.9% | +10.9% | +16.0% | +17.6% |
| YTD | +27.1% | +21.5% | +5.7% | +9.9% |
| 1Y | +9.3% | +21.9% | -12.7% | -6.1% |
| 3Y | +42.3% | +109.2% | -67.0% | -17.5% |
| All | -68.9% | +101.8% | -170.7% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling