+170.1%
MTB vs SNY
+64.5%
+105.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | -4.8% | -2.2% | -2.7% | -4.2% |
| 3M | +6.0% | -3.0% | +9.0% | +6.7% |
| 6M | +19.6% | +2.7% | +16.9% | +18.3% |
| YTD | +21.5% | -6.8% | +28.3% | +23.5% |
| 1Y | +24.7% | -5.3% | +30.0% | +25.9% |
| 3Y | +108.6% | -9.8% | +118.4% | +108.4% |
| 5Y | +106.7% | +9.7% | +97.0% | +88.3% |
| All | +170.1% | +64.5% | +105.6% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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