+730.4%
SW vs MTB
+380.6%
+349.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +4.7% | -1.9% | +6.6% | +4.9% |
| 30D | +5.0% | +0.5% | +4.5% | +5.0% |
| 3M | -7.3% | -12.2% | +4.9% | -6.0% |
| 6M | +15.0% | +3.4% | +11.6% | +14.6% |
| YTD | +18.5% | +11.3% | +7.2% | +17.3% |
| 1Y | +27.1% | +23.3% | +3.8% | +24.6% |
| 3Y | +49.3% | +96.8% | -47.5% | +41.1% |
| 5Y | -1.6% | +65.8% | -67.5% | -6.3% |
| 10Y | +185.4% | +140.0% | +45.3% | +163.0% |
| All | +730.4% | +380.6% | +349.8% | +689.4% |
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