+81.5%
SPG vs MTB
+67.9%
+13.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.0% |
| 7D | +5.1% | -0.8% | +5.8% | +5.4% |
| 30D | +16.8% | +2.4% | +14.4% | +15.6% |
| 3M | +5.7% | -10.5% | +16.1% | +10.7% |
| 6M | +17.8% | +6.4% | +11.4% | +14.4% |
| YTD | +30.1% | +12.8% | +17.3% | +22.8% |
| 1Y | +32.8% | +23.3% | +9.5% | +20.4% |
| 3Y | +137.2% | +108.2% | +29.0% | +67.5% |
| 5Y | +81.5% | +68.6% | +12.9% | +32.0% |
| All | +81.5% | +67.9% | +13.5% | +32.0% |
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