-48.0%
SMR vs MTB
+41.2%
-89.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.9% | -2.0% | +3.9% | +3.6% |
| 30D | -21.9% | +0.1% | -22.1% | -21.8% |
| 3M | -47.1% | -12.1% | -35.0% | -42.4% |
| 6M | -60.6% | +7.3% | -67.9% | -63.2% |
| YTD | -63.1% | +11.5% | -74.6% | -66.3% |
| 1Y | -80.4% | +21.3% | -101.7% | -83.2% |
| 3Y | +150.2% | +104.1% | +46.1% | +62.3% |
| All | -48.0% | +41.2% | -89.2% | -63.6% |
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