+316.9%
SPYM vs MTB
+173.8%
+143.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.3% | -4.8% | +3.5% | +0.2% |
| 3M | +3.6% | +6.0% | -2.3% | +1.6% |
| 6M | +13.3% | +19.6% | -6.3% | +6.7% |
| YTD | +12.4% | +21.5% | -9.1% | +5.2% |
| 1Y | +17.3% | +24.7% | -7.4% | +8.6% |
| 3Y | +76.8% | +108.6% | -31.8% | +36.5% |
| 5Y | +83.6% | +106.7% | -23.1% | +38.3% |
| All | +316.9% | +173.8% | +143.1% | +174.4% |
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