+800.1%
MTB vs SBAC
+2,208.1%
-1,408.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | -4.2% | +6.9% | -11.1% | -5.0% |
| 3M | +8.9% | -8.2% | +17.1% | +9.8% |
| 6M | +10.9% | -1.6% | +12.5% | +10.6% |
| YTD | +21.5% | -0.1% | +21.6% | +20.8% |
| 1Y | +21.9% | -0.5% | +22.4% | +21.2% |
| 3Y | +109.2% | -9.1% | +118.3% | +108.6% |
| 5Y | +102.0% | -43.8% | +145.8% | +111.5% |
| 10Y | +171.9% | +80.5% | +91.4% | +147.6% |
| All | +800.1% | +2,208.1% | -1,408.0% | +543.7% |
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 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