+2,475.8%
SAP vs MTB
+2,319.9%
+155.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +10.5% | +2.4% | +8.1% | +9.6% |
| 3M | +15.2% | -10.5% | +25.7% | +19.4% |
| 6M | +36.7% | +6.4% | +30.3% | +33.5% |
| YTD | -0.6% | +12.8% | -13.4% | -5.4% |
| 1Y | -4.1% | +23.3% | -27.4% | -11.7% |
| 3Y | +73.2% | +108.2% | -35.0% | +29.5% |
| 5Y | +74.1% | +68.6% | +5.5% | +35.4% |
| 10Y | +222.9% | +125.3% | +97.7% | +103.7% |
| All | +2,475.8% | +2,319.9% | +155.9% | +681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling