+311.0%
SPYM vs MTB
+115.1%
+195.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.6% | +1.5% | +1.0% | +2.1% |
| 30D | -2.0% | +2.3% | -4.3% | -2.7% |
| 3M | -2.8% | -12.1% | +9.3% | +1.2% |
| 6M | +2.2% | +9.8% | -7.7% | -1.1% |
| YTD | +11.5% | +12.0% | -0.5% | +7.0% |
| 1Y | +13.5% | +22.0% | -8.5% | +5.8% |
| 3Y | +78.0% | +107.6% | -29.6% | +37.9% |
| 5Y | +73.1% | +61.9% | +11.3% | +41.6% |
| All | +311.0% | +115.1% | +195.9% | +201.6% |
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 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