-70.2%
SMR vs MTB
+22.5%
-92.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +4.7% | -0.4% | +5.2% | +4.9% |
| 30D | +3.2% | -4.6% | +7.8% | +5.6% |
| 3M | +9.9% | +7.4% | +2.5% | +1.7% |
| 6M | -15.1% | +18.7% | -33.8% | -28.1% |
| YTD | -27.9% | +21.1% | -49.0% | -40.2% |
| 1Y | -70.2% | +24.1% | -94.3% | -75.1% |
| All | -70.2% | +22.5% | -92.8% | -75.1% |
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