+16.7%
STM vs MTB
+106.3%
-89.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +12.0% | +1.5% | +10.5% | +11.0% |
| 30D | -0.4% | +2.3% | -2.7% | -1.7% |
| 3M | -13.2% | -12.1% | -1.1% | -6.0% |
| 6M | -26.1% | +9.8% | -35.9% | -30.7% |
| YTD | +81.2% | +12.0% | +69.2% | +66.7% |
| 1Y | +98.3% | +22.0% | +76.3% | +72.7% |
| 3Y | +16.7% | +107.6% | -90.9% | -26.3% |
| All | +16.7% | +106.3% | -89.5% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling