+568.6%
SE vs MTB
+89.0%
+479.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -5.3% | -4.6% | -0.7% | -4.0% |
| 3M | +28.1% | +6.3% | +21.8% | +25.7% |
| 6M | +20.7% | +15.6% | +5.1% | +15.5% |
| YTD | -14.8% | +20.6% | -35.3% | -19.5% |
| 1Y | -43.6% | +22.5% | -66.1% | -47.1% |
| 3Y | +184.2% | +114.4% | +69.8% | +122.3% |
| 5Y | -66.3% | +101.9% | -168.2% | -72.2% |
| All | +568.6% | +89.0% | +479.6% | +469.3% |
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 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