+724.9%
MTB vs SBAC
+2,188.2%
-1,463.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | +0.8% | +3.3% | -2.4% | +0.4% |
| 3M | -12.8% | +3.3% | -16.0% | -13.2% |
| 6M | +6.7% | -10.9% | +17.6% | +7.8% |
| YTD | +11.3% | -1.0% | +12.3% | +10.7% |
| 1Y | +20.2% | -4.5% | +24.6% | +19.9% |
| 3Y | +103.8% | -8.7% | +112.5% | +102.9% |
| 5Y | +60.9% | -40.6% | +101.5% | +67.4% |
| 10Y | +115.0% | +109.4% | +5.6% | +92.7% |
| All | +724.9% | +2,188.2% | -1,463.4% | +489.8% |
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