+3,697.8%
MTB vs SM
+1,608.3%
+2,089.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -4.2% | +26.3% | -30.5% | -7.5% |
| 3M | +8.9% | +8.7% | +0.2% | +6.8% |
| 6M | +10.9% | +51.7% | -40.8% | +2.9% |
| YTD | +21.5% | +99.0% | -77.6% | +8.1% |
| 1Y | +21.9% | +34.6% | -12.7% | +14.2% |
| 3Y | +109.2% | -7.8% | +117.0% | +102.7% |
| 5Y | +102.0% | +104.8% | -2.8% | +69.0% |
| 10Y | +171.9% | +7.2% | +164.7% | +84.2% |
| All | +3,697.8% | +1,608.3% | +2,089.5% | +1,784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling