+108.9%
MTB vs SBAC
+111.6%
-2.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +0.8% | +3.3% | -2.4% | +0.1% |
| 3M | -12.8% | +3.3% | -16.0% | -13.5% |
| 6M | +6.7% | -10.9% | +17.6% | +8.7% |
| YTD | +11.3% | -1.0% | +12.3% | +10.1% |
| 1Y | +20.2% | -4.5% | +24.6% | +19.8% |
| 3Y | +103.8% | -8.7% | +112.5% | +101.5% |
| 5Y | +60.9% | -40.6% | +101.5% | +73.8% |
| All | +108.9% | +111.6% | -2.7% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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