+114.8%
MTB vs SFM
+96.9%
+18.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.1% |
| 7D | +2.8% | -5.8% | +8.6% | +3.2% |
| 30D | -4.2% | -11.4% | +7.2% | -3.3% |
| 3M | +7.8% | -12.2% | +20.0% | +8.7% |
| 6M | +14.8% | -5.2% | +20.0% | +14.7% |
| YTD | +20.8% | -4.5% | +25.2% | +20.5% |
| 1Y | +23.1% | -45.4% | +68.5% | +33.2% |
| 3Y | +114.8% | +91.1% | +23.7% | +70.2% |
| All | +114.8% | +96.9% | +18.0% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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