+6,593.0%
STT vs MTB
+7,606.3%
-1,013.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.4% | -2.0% | +2.4% | +2.0% |
| 30D | -0.4% | +0.1% | -0.6% | -0.5% |
| 3M | -6.5% | -12.1% | +5.6% | +2.6% |
| 6M | +17.2% | +7.3% | +9.9% | +10.8% |
| YTD | +38.2% | +11.5% | +26.7% | +26.8% |
| 1Y | +49.3% | +21.3% | +28.0% | +28.8% |
| 3Y | +181.9% | +104.1% | +77.8% | +61.9% |
| 5Y | +106.9% | +61.8% | +45.1% | +33.6% |
| 10Y | +203.1% | +115.4% | +87.7% | +46.4% |
| All | +6,593.0% | +7,606.3% | -1,013.4% | +377.0% |
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