+3,380.2%
MTB vs SM
+1,436.3%
+1,943.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.9% |
| 7D | 0.0% | +10.6% | -10.6% | -1.5% |
| 30D | +0.8% | -15.0% | +15.8% | +2.7% |
| 3M | -12.8% | +1.7% | -14.4% | -13.6% |
| 6M | +6.7% | +5.9% | +0.8% | +4.3% |
| YTD | +11.3% | +79.0% | -67.7% | -0.1% |
| 1Y | +20.2% | +84.7% | -64.5% | +7.3% |
| 3Y | +103.8% | -3.5% | +107.2% | +95.3% |
| 5Y | +60.9% | +4.9% | +55.9% | +47.2% |
| 10Y | +115.0% | +17.7% | +97.3% | +43.9% |
| All | +3,380.2% | +1,436.3% | +1,943.9% | +1,642.2% |
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