+125.0%
SU vs MTB
+114.2%
+10.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +8.4% | -4.8% | +13.2% | +9.5% |
| 3M | +12.1% | +6.0% | +6.1% | +10.3% |
| 6M | +19.7% | +19.6% | +0.1% | +14.0% |
| YTD | +58.4% | +21.5% | +36.9% | +49.6% |
| 1Y | +67.2% | +24.7% | +42.5% | +56.5% |
| 3Y | +125.0% | +108.6% | +16.5% | +81.5% |
| All | +125.0% | +114.2% | +10.8% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling