+170.1%
MTB vs SM
+23.0%
+147.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | 0.0% | +4.6% | -4.6% | -0.7% |
| 30D | -4.8% | +18.2% | -23.0% | -7.4% |
| 3M | +6.0% | +22.5% | -16.6% | +1.9% |
| 6M | +19.6% | +50.6% | -30.9% | +10.3% |
| YTD | +21.5% | +108.1% | -86.6% | +5.8% |
| 1Y | +24.7% | +46.0% | -21.3% | +14.5% |
| 3Y | +108.6% | +2.9% | +105.7% | +97.8% |
| 5Y | +106.7% | +112.6% | -5.9% | +68.4% |
| All | +170.1% | +23.0% | +147.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling