+2,285.7%
STM vs MTB
+3,414.6%
-1,128.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.2% |
| 6M | +57.4% | +10.9% | +46.5% | +49.2% |
| YTD | +102.2% | +21.5% | +80.7% | +82.9% |
| 1Y | +99.6% | +21.9% | +77.7% | +79.9% |
| 3Y | +14.5% | +109.2% | -94.7% | -21.6% |
| 5Y | +21.4% | +102.0% | -80.6% | -18.6% |
| 10Y | +695.0% | +171.9% | +523.0% | +320.2% |
| All | +2,285.7% | +3,414.6% | -1,128.9% | +475.4% |
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 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