+120.1%
SPOT vs MTB
+61.4%
+58.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +1.6% | +1.5% | 0.0% | +1.3% |
| 30D | +16.9% | +2.3% | +14.6% | +16.4% |
| 3M | +23.0% | -12.1% | +35.1% | +26.1% |
| 6M | +42.2% | +9.8% | +32.4% | +39.1% |
| YTD | +5.5% | +12.0% | -6.5% | +2.4% |
| 1Y | -5.1% | +22.0% | -27.1% | -9.6% |
| 3Y | +257.9% | +107.6% | +150.3% | +197.2% |
| All | +120.1% | +61.4% | +58.7% | +95.7% |
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