-48.8%
SE vs MTB
+27.0%
-75.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.2% |
| 7D | +6.7% | +2.0% | +4.6% | +6.2% |
| 30D | -17.2% | +2.9% | -20.1% | -17.7% |
| 3M | -28.0% | -10.7% | -17.4% | -25.8% |
| 6M | -6.1% | +6.3% | -12.5% | -7.8% |
| YTD | -37.1% | +13.8% | -50.9% | -38.0% |
| 1Y | -48.8% | +27.7% | -76.5% | -49.3% |
| All | -48.8% | +27.0% | -75.7% | -49.3% |
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