+755.0%
SW vs MTB
+424.4%
+330.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.3% |
| 30D | -4.6% | -4.2% | -0.4% | -4.1% |
| 3M | +9.4% | +8.9% | +0.5% | +8.4% |
| 6M | +3.5% | +10.9% | -7.4% | +2.4% |
| YTD | +22.0% | +21.5% | +0.5% | +19.6% |
| 1Y | +2.2% | +21.9% | -19.7% | +0.1% |
| 3Y | +19.6% | +109.2% | -89.7% | +12.0% |
| 5Y | -2.3% | +102.0% | -104.3% | -8.6% |
| 10Y | +181.4% | +171.9% | +9.4% | +156.5% |
| All | +755.0% | +424.4% | +330.6% | +704.8% |
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