-67.0%
SE vs MTB
+102.5%
-169.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +0.6% | +2.8% | -2.2% | -0.6% |
| 30D | -0.1% | -4.2% | +4.1% | +1.8% |
| 3M | +34.1% | +7.8% | +26.3% | +29.4% |
| 6M | +23.2% | +14.8% | +8.4% | +15.4% |
| YTD | -11.2% | +20.8% | -31.9% | -18.9% |
| 1Y | -40.5% | +23.1% | -63.6% | -46.4% |
| 3Y | +196.3% | +114.8% | +81.5% | +93.2% |
| 5Y | -67.0% | +103.3% | -170.3% | -73.4% |
| All | -67.0% | +102.5% | -169.5% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling