+554.0%
XYZ vs MTB
+135.3%
+418.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +12.1% | -1.3% | +13.5% | +13.0% |
| 30D | +12.4% | +0.5% | +11.9% | +12.2% |
| 3M | +8.2% | -12.4% | +20.6% | +15.1% |
| 6M | +20.7% | +1.5% | +19.2% | +19.6% |
| YTD | +31.3% | +10.3% | +21.0% | +24.8% |
| 1Y | +20.5% | +22.2% | -1.7% | +9.0% |
| 3Y | +72.6% | +96.9% | -24.3% | +26.1% |
| 5Y | -64.0% | +64.3% | -128.3% | -71.2% |
| 10Y | +601.8% | +137.8% | +464.0% | +344.8% |
| All | +554.0% | +135.3% | +418.7% | +300.9% |
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