-48.0%
SE vs MTB
+20.0%
-68.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -7.7% | -2.0% | -5.8% | -7.2% |
| 30D | -22.8% | +0.1% | -23.0% | -22.7% |
| 3M | -43.7% | -12.1% | -31.6% | -41.9% |
| 6M | -12.8% | +7.3% | -20.1% | -14.3% |
| YTD | -42.0% | +11.5% | -53.5% | -41.2% |
| 1Y | -48.0% | +21.3% | -69.3% | -44.9% |
| All | -48.0% | +20.0% | -68.0% | -44.9% |
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