+6,574.9%
STT vs MTB
+7,592.0%
-1,017.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | -0.2% | +0.8% | -1.1% | -0.8% |
| 3M | -8.1% | -12.8% | +4.6% | +1.3% |
| 6M | +16.6% | +6.7% | +9.9% | +10.8% |
| YTD | +37.8% | +11.3% | +26.5% | +26.6% |
| 1Y | +46.8% | +20.2% | +26.7% | +27.5% |
| 3Y | +181.2% | +103.8% | +77.4% | +61.7% |
| 5Y | +105.1% | +60.9% | +44.3% | +33.0% |
| 10Y | +202.3% | +115.0% | +87.3% | +46.2% |
| All | +6,574.9% | +7,592.0% | -1,017.1% | +376.3% |
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 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