+363.5%
SE vs MTB
+75.6%
+287.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -20.9% | +2.3% | -23.3% | -21.5% |
| 3M | -38.9% | -12.1% | -26.8% | -36.6% |
| 6M | -19.4% | +9.8% | -29.2% | -21.8% |
| YTD | -40.9% | +12.0% | -52.9% | -43.0% |
| 1Y | -46.2% | +22.0% | -68.2% | -49.5% |
| 3Y | +63.7% | +107.6% | -43.9% | +29.2% |
| 5Y | -77.9% | +61.9% | -139.8% | -80.9% |
| All | +363.5% | +75.6% | +287.9% | +303.0% |
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