+3,575.9%
MTB vs SUI
+4,037.5%
-461.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +1.7% | -2.8% | +4.6% | +3.0% |
| 30D | -4.2% | -1.2% | -3.0% | -3.8% |
| 3M | +8.9% | -1.7% | +10.6% | +9.4% |
| 6M | +10.9% | -10.5% | +21.3% | +16.0% |
| YTD | +21.5% | -1.8% | +23.3% | +21.7% |
| 1Y | +21.9% | -4.1% | +26.0% | +23.2% |
| 3Y | +109.2% | +11.3% | +98.0% | +94.0% |
| 5Y | +102.0% | -32.1% | +134.1% | +129.0% |
| 10Y | +171.9% | +110.4% | +61.5% | +74.8% |
| All | +3,575.9% | +4,037.5% | -461.6% | +733.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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