+657.6%
STM vs MTB
+173.2%
+484.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +3.9% |
| 30D | -7.4% | -4.2% | -3.2% | -5.5% |
| 3M | -30.6% | +7.8% | -38.4% | -33.3% |
| 6M | +66.4% | +14.8% | +51.6% | +55.5% |
| YTD | +101.1% | +20.8% | +80.4% | +83.3% |
| 1Y | +97.4% | +23.1% | +74.3% | +77.9% |
| 3Y | +21.1% | +114.8% | -93.7% | -15.7% |
| 5Y | +22.5% | +103.3% | -80.8% | -14.9% |
| 10Y | +657.6% | +173.0% | +484.6% | +351.9% |
| All | +657.6% | +173.2% | +484.4% | +351.9% |
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