+309.3%
SPY vs MTB
+113.8%
+195.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.7% | +0.8% | -3.5% | -3.0% |
| 3M | -1.7% | -12.8% | +11.0% | +2.5% |
| 6M | +3.1% | +6.7% | -3.6% | +0.7% |
| YTD | +11.9% | +11.3% | +0.6% | +7.5% |
| 1Y | +12.0% | +20.2% | -8.2% | +4.9% |
| 3Y | +78.2% | +103.8% | -25.6% | +39.0% |
| 5Y | +73.2% | +60.9% | +12.4% | +42.2% |
| All | +309.3% | +113.8% | +195.5% | +202.4% |
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