-15.6%
SPCX vs MTB
-1.6%
-14.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -3.6% |
| 7D | -6.4% | +2.0% | -8.4% | -6.0% |
| 30D | -20.6% | +2.9% | -23.5% | -20.0% |
| 3M | +8.4% | -10.7% | +19.1% | +4.4% |
| All | -15.6% | -1.6% | -14.0% | -4.5% |
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 · Available span rolling