+82.3%
SPYM vs MTB
+103.4%
-21.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | +1.1% | -1.4% | -0.7% |
| 30D | -1.4% | -4.6% | +3.2% | 0.0% |
| 3M | +3.7% | +6.3% | -2.5% | +1.8% |
| 6M | +13.0% | +15.6% | -2.6% | +8.0% |
| YTD | +12.5% | +20.6% | -8.1% | +6.0% |
| 1Y | +18.6% | +22.5% | -3.9% | +11.0% |
| 3Y | +78.0% | +114.4% | -36.4% | +40.1% |
| 5Y | +82.3% | +101.9% | -19.6% | +46.4% |
| All | +82.3% | +103.4% | -21.1% | +46.4% |
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 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