+115.3%
SPOT vs MTB
+104.1%
+11.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +7.4% | -4.8% | +12.2% | +8.4% |
| 3M | +8.2% | +6.0% | +2.2% | +6.8% |
| 6M | +2.2% | +19.6% | -17.4% | -1.6% |
| YTD | -9.5% | +21.5% | -30.9% | -13.3% |
| 1Y | -23.8% | +24.7% | -48.5% | -27.5% |
| 3Y | +233.5% | +108.6% | +124.9% | +181.7% |
| All | +115.3% | +104.1% | +11.1% | +91.2% |
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