+106.9%
SPG vs MTB
+102.5%
+4.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | +2.8% | -2.8% | -1.2% |
| 30D | -4.9% | -4.2% | -0.8% | -3.2% |
| 3M | +3.3% | +7.8% | -4.5% | -0.1% |
| 6M | +11.2% | +14.8% | -3.6% | +4.5% |
| YTD | +17.1% | +20.8% | -3.7% | +7.4% |
| 1Y | +21.6% | +23.1% | -1.5% | +10.4% |
| 3Y | +111.9% | +114.8% | -3.0% | +47.7% |
| 5Y | +106.9% | +103.3% | +3.6% | +43.1% |
| All | +106.9% | +102.5% | +4.5% | +43.1% |
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 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