+729.9%
MTB vs SBAC
+2,222.3%
-1,492.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.5% |
| 30D | +2.3% | +5.5% | -3.1% | +1.7% |
| 3M | -12.1% | +3.1% | -15.2% | -12.5% |
| 6M | +9.8% | -7.0% | +16.8% | +10.4% |
| YTD | +12.0% | +0.5% | +11.5% | +11.1% |
| 1Y | +22.0% | +0.2% | +21.8% | +21.1% |
| 3Y | +107.6% | -7.4% | +115.0% | +106.4% |
| 5Y | +61.9% | -39.7% | +101.6% | +68.1% |
| 10Y | +116.3% | +112.5% | +3.8% | +93.5% |
| All | +729.9% | +2,222.3% | -1,492.4% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling