+19.6%
SW vs MTB
+109.6%
-90.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.9% |
| 30D | -4.6% | -4.2% | -0.4% | -2.5% |
| 3M | +9.4% | +8.9% | +0.5% | +5.0% |
| 6M | +3.5% | +10.9% | -7.4% | -1.5% |
| YTD | +22.0% | +21.5% | +0.5% | +11.3% |
| 1Y | +2.2% | +21.9% | -19.7% | -7.1% |
| All | +19.6% | +109.6% | -90.1% | -5.0% |
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 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