+1,937.6%
STM vs MTB
+3,163.9%
-1,226.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.6% |
| 7D | -5.6% | -0.8% | -4.8% | -5.1% |
| 30D | -14.4% | +2.4% | -16.9% | -15.4% |
| 3M | -20.5% | -10.5% | -10.0% | -16.0% |
| 6M | -24.5% | +6.4% | -30.9% | -27.1% |
| YTD | +72.7% | +12.8% | +59.9% | +62.1% |
| 1Y | +91.0% | +23.3% | +67.8% | +71.6% |
| 3Y | +13.5% | +108.2% | -94.7% | -21.8% |
| 5Y | -9.2% | +68.6% | -77.8% | -32.9% |
| 10Y | +422.5% | +125.3% | +297.3% | +204.0% |
| All | +1,937.6% | +3,163.9% | -1,226.2% | +409.9% |
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 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