+4,507.3%
SITM vs MTB
+82.9%
+4,424.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.9% |
| 7D | +8.4% | +2.8% | +5.6% | +6.9% |
| 30D | -17.4% | -4.2% | -13.2% | -15.5% |
| 3M | -9.8% | +7.8% | -17.6% | -13.5% |
| 6M | +83.0% | +14.8% | +68.1% | +69.6% |
| YTD | +69.6% | +20.8% | +48.8% | +53.3% |
| 1Y | +144.9% | +23.1% | +121.8% | +119.6% |
| 3Y | +429.9% | +114.8% | +315.0% | +271.2% |
| 5Y | +169.2% | +103.3% | +65.9% | +94.0% |
| All | +4,507.3% | +82.9% | +4,424.4% | +3,735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling