+62,786.1%
SU vs MTB
+8,229.7%
+54,556.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +10.7% | -4.6% | +15.3% | +12.4% |
| 3M | +13.5% | +6.3% | +7.2% | +10.9% |
| 6M | +21.8% | +15.6% | +6.2% | +15.2% |
| YTD | +58.8% | +20.6% | +38.3% | +47.7% |
| 1Y | +72.0% | +22.5% | +49.5% | +58.7% |
| 3Y | +121.7% | +114.4% | +7.3% | +65.7% |
| 5Y | +350.4% | +101.9% | +248.5% | +235.1% |
| 10Y | +264.7% | +170.4% | +94.3% | +145.6% |
| All | +62,786.1% | +8,229.7% | +54,556.4% | +78,551.1% |
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