+114.8%
MTB vs SBAC
-9.5%
+124.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | -4.2% | +3.2% | -7.4% | -4.5% |
| 3M | +7.8% | -5.1% | +12.8% | +8.3% |
| 6M | +14.8% | -2.1% | +16.9% | +15.0% |
| YTD | +20.8% | -0.5% | +21.3% | +20.5% |
| 1Y | +23.1% | +1.1% | +22.0% | +22.5% |
| 3Y | +114.8% | -7.4% | +122.3% | +115.7% |
| All | +114.8% | -9.5% | +124.4% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling