+189.2%
MTB vs SFM
+132.6%
+56.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -4.2% | -4.4% | +0.2% | -3.8% |
| 3M | +8.9% | +1.5% | +7.3% | +8.3% |
| 6M | +10.9% | +6.5% | +4.4% | +9.2% |
| YTD | +21.5% | +2.2% | +19.3% | +20.1% |
| 1Y | +21.9% | -41.9% | +63.8% | +28.6% |
| 3Y | +109.2% | +106.8% | +2.5% | +86.0% |
| 5Y | +102.0% | +231.6% | -129.6% | +66.4% |
| 10Y | +171.9% | +258.4% | -86.5% | +112.7% |
| All | +189.2% | +132.6% | +56.7% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling