+73.2%
SPY vs MTB
+61.4%
+11.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -1.7% | -12.8% | +11.0% | +2.3% |
| 6M | +3.1% | +6.7% | -3.6% | +0.8% |
| YTD | +11.9% | +11.3% | +0.6% | +7.6% |
| 1Y | +12.0% | +20.2% | -8.2% | +5.1% |
| 3Y | +78.2% | +103.8% | -25.6% | +41.1% |
| 5Y | +73.2% | +60.9% | +12.4% | +45.6% |
| All | +73.2% | +61.4% | +11.8% | +45.6% |
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 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