+254.8%
SPOT vs MTB
+70.6%
+184.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.4% |
| 7D | -2.9% | +2.8% | -5.6% | -3.3% |
| 30D | +8.3% | -4.2% | +12.5% | +9.0% |
| 3M | +5.1% | +7.8% | -2.7% | +3.7% |
| 6M | -6.5% | +14.8% | -21.3% | -8.7% |
| YTD | -9.0% | +20.8% | -29.7% | -12.0% |
| 1Y | -26.4% | +23.1% | -49.5% | -29.2% |
| 3Y | +240.0% | +114.8% | +125.2% | +195.5% |
| 5Y | +111.7% | +103.3% | +8.4% | +85.8% |
| All | +254.8% | +70.6% | +184.1% | +203.6% |
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