-100.0%
SPXU vs MTB
+773.8%
-873.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.1% |
| 7D | -1.5% | +2.8% | -4.2% | +1.5% |
| 30D | +3.7% | -4.2% | +7.9% | -0.7% |
| 3M | -9.6% | +7.8% | -17.4% | -1.7% |
| 6M | -32.4% | +14.8% | -47.2% | -20.5% |
| YTD | -28.7% | +20.8% | -49.5% | -11.0% |
| 1Y | -38.2% | +23.1% | -61.3% | -20.7% |
| 3Y | -80.4% | +114.8% | -195.3% | -46.6% |
| 5Y | -86.0% | +103.3% | -189.3% | -55.3% |
| 10Y | -99.5% | +173.0% | -272.5% | -95.6% |
| All | -100.0% | +773.8% | -873.8% | -99.6% |
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