+311.2%
SPY vs MTB
+172.9%
+138.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -1.7% | -4.6% | +2.9% | -0.2% |
| 3M | +4.7% | +7.4% | -2.7% | +2.2% |
| 6M | +12.5% | +18.7% | -6.2% | +6.2% |
| YTD | +11.7% | +21.1% | -9.3% | +4.6% |
| 1Y | +17.5% | +24.1% | -6.6% | +9.0% |
| 3Y | +76.6% | +115.3% | -38.8% | +35.2% |
| 5Y | +82.0% | +106.0% | -24.0% | +37.6% |
| All | +311.2% | +172.9% | +138.3% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling