-19.5%
SAP vs MTB
+23.4%
-42.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.7% | -4.6% | -3.1% |
| 30D | +9.0% | -4.2% | +13.2% | +9.5% |
| 3M | +14.9% | +8.9% | +6.1% | +14.5% |
| 6M | +11.9% | +10.9% | +1.0% | +11.0% |
| YTD | -9.9% | +21.5% | -31.4% | -11.6% |
| 1Y | -19.5% | +21.9% | -41.5% | -17.7% |
| All | -19.5% | +23.4% | -42.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling