+101.9%
MTB vs SPY
+81.0%
+20.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +1.1% | -0.4% | +1.4% | +1.4% |
| 30D | -4.6% | -1.4% | -3.2% | -3.4% |
| 3M | +6.3% | +3.7% | +2.6% | +2.6% |
| 6M | +15.6% | +13.0% | +2.6% | +2.9% |
| YTD | +20.6% | +12.4% | +8.2% | +7.8% |
| 1Y | +22.5% | +18.5% | +4.0% | +4.2% |
| 3Y | +114.4% | +77.6% | +36.8% | +25.5% |
| 5Y | +101.9% | +81.7% | +20.2% | +16.3% |
| All | +101.9% | +81.0% | +20.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling