+452.3%
MTB vs SNY
+241.9%
+210.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | 0.0% | -3.3% | +3.3% | +1.3% |
| 30D | -4.8% | -2.2% | -2.7% | -4.1% |
| 3M | +6.0% | -3.0% | +9.0% | +6.9% |
| 6M | +19.6% | +2.7% | +16.9% | +17.9% |
| YTD | +21.5% | -6.8% | +28.3% | +24.0% |
| 1Y | +24.7% | -5.3% | +30.0% | +26.1% |
| 3Y | +108.6% | -9.8% | +118.4% | +108.2% |
| 5Y | +106.7% | +9.7% | +97.0% | +86.9% |
| 10Y | +172.5% | +64.5% | +108.0% | +102.0% |
| All | +452.3% | +241.9% | +210.4% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling