-77.1%
SE vs MTB
+67.9%
-145.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +1.9% |
| 7D | +3.3% | -0.8% | +4.0% | +3.7% |
| 30D | -18.2% | +2.4% | -20.6% | -19.1% |
| 3M | -31.3% | -10.5% | -20.8% | -27.7% |
| 6M | -10.1% | +6.4% | -16.5% | -13.1% |
| YTD | -38.9% | +12.8% | -51.7% | -42.7% |
| 1Y | -48.0% | +23.3% | -71.3% | -53.5% |
| 3Y | +78.8% | +108.2% | -29.4% | +14.2% |
| 5Y | -77.1% | +68.6% | -145.7% | -81.4% |
| All | -77.1% | +67.9% | -145.1% | -81.4% |
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