+3,094.0%
SPY vs MTB
+3,732.5%
-638.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +0.1% | -4.2% | +4.2% | +1.5% |
| 3M | +2.0% | +8.9% | -6.9% | -1.2% |
| 6M | +13.0% | +10.9% | +2.1% | +8.6% |
| YTD | +13.5% | +21.5% | -7.9% | +5.5% |
| 1Y | +20.0% | +21.9% | -2.0% | +11.1% |
| 3Y | +77.2% | +109.2% | -32.1% | +33.0% |
| 5Y | +81.9% | +102.0% | -20.1% | +33.9% |
| 10Y | +314.1% | +171.9% | +142.1% | +152.7% |
| All | +3,094.0% | +3,732.5% | -638.5% | +868.3% |
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