+14.8%
SPYM vs MTB
+27.0%
-12.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | -1.1% | +2.9% | -4.0% | -1.7% |
| 3M | -0.3% | -10.7% | +10.3% | +2.0% |
| 6M | +7.3% | +6.3% | +1.0% | +5.5% |
| YTD | +13.4% | +13.8% | -0.4% | +9.0% |
| 1Y | +14.8% | +27.7% | -12.9% | +6.8% |
| All | +14.8% | +27.0% | -12.1% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling