+5,256.9%
SPG vs MTB
+3,582.5%
+1,674.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.4% | +1.7% | -4.1% | -3.4% |
| 30D | -6.8% | -4.2% | -2.6% | -4.6% |
| 3M | +2.7% | +8.9% | -6.2% | -2.4% |
| 6M | +5.5% | +10.9% | -5.4% | -1.1% |
| YTD | +15.7% | +21.5% | -5.8% | +2.5% |
| 1Y | +20.9% | +21.9% | -1.0% | +6.5% |
| 3Y | +112.4% | +109.2% | +3.1% | +31.5% |
| 5Y | +101.4% | +102.0% | -0.6% | +20.8% |
| 10Y | +60.6% | +171.9% | -111.3% | -21.8% |
| All | +5,256.9% | +3,582.5% | +1,674.4% | +1,437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling