-86.1%
SPXU vs MTB
+101.1%
-187.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +2.2% |
| 7D | +6.4% | -0.4% | +6.8% | +6.0% |
| 30D | +5.9% | -4.6% | +10.5% | +1.8% |
| 3M | -11.7% | +7.4% | -19.1% | -5.5% |
| 6M | -28.7% | +18.7% | -47.4% | -15.9% |
| YTD | -26.4% | +21.1% | -47.4% | -10.9% |
| 1Y | -35.2% | +24.1% | -59.3% | -19.3% |
| 3Y | -79.8% | +115.3% | -195.1% | -53.5% |
| 5Y | -86.1% | +106.0% | -192.1% | -65.4% |
| All | -86.1% | +101.1% | -187.1% | -65.4% |
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