+21.0%
STM vs MTB
+101.8%
-80.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +1.7% | +4.1% | +4.9% |
| 30D | -1.0% | -4.2% | +3.2% | +1.1% |
| 3M | -33.3% | +8.9% | -42.1% | -36.3% |
| 6M | +57.4% | +10.9% | +46.5% | +49.0% |
| YTD | +102.2% | +21.5% | +80.7% | +82.5% |
| 1Y | +99.6% | +21.9% | +77.7% | +79.5% |
| 3Y | +14.5% | +109.2% | -94.7% | -19.7% |
| All | +21.0% | +101.8% | -80.9% | -5.6% |
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 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