+235.4%
SAP vs MTB
+113.8%
+121.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +6.5% | +0.8% | +5.7% | +6.3% |
| 3M | +14.7% | -12.8% | +27.4% | +18.6% |
| 6M | +39.9% | +6.7% | +33.2% | +37.5% |
| YTD | -2.0% | +11.3% | -13.3% | -5.2% |
| 1Y | -6.0% | +20.2% | -26.2% | -10.9% |
| 3Y | +67.7% | +103.8% | -36.1% | +36.0% |
| 5Y | +78.8% | +60.9% | +17.9% | +51.6% |
| All | +235.4% | +113.8% | +121.6% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling