+7.5%
SMR vs MTB
+52.6%
-45.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +13.1% | +1.1% | +12.0% | +12.2% |
| 30D | +17.8% | -4.6% | +22.4% | +21.3% |
| 3M | +8.1% | +6.3% | +1.8% | +2.2% |
| 6M | -11.1% | +15.6% | -26.7% | -20.8% |
| YTD | -23.7% | +20.6% | -44.3% | -34.0% |
| 1Y | -69.4% | +22.5% | -91.9% | -73.9% |
| 3Y | +82.6% | +114.4% | -31.8% | +14.4% |
| All | +7.5% | +52.6% | -45.1% | -28.7% |
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