+811.4%
SPYM vs MTB
+273.3%
+538.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 6M | +2.2% | +9.8% | -7.7% | -1.0% |
| YTD | +11.5% | +12.0% | -0.5% | +7.2% |
| 1Y | +13.5% | +22.0% | -8.5% | +6.1% |
| 3Y | +78.0% | +107.6% | -29.6% | +39.3% |
| 5Y | +73.1% | +61.9% | +11.3% | +42.6% |
| 10Y | +310.9% | +116.3% | +194.5% | +189.8% |
| All | +811.4% | +273.3% | +538.1% | +384.2% |
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