+113.8%
SYY vs MTB
+173.8%
-60.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +3.9% | 0.0% | +4.0% | +3.9% |
| 30D | -1.7% | -4.8% | +3.1% | +0.4% |
| 3M | +5.2% | +6.0% | -0.8% | +2.2% |
| 6M | -0.2% | +19.6% | -19.8% | -8.4% |
| YTD | +15.4% | +21.5% | -6.1% | +4.8% |
| 1Y | +5.6% | +24.7% | -19.1% | -5.5% |
| 3Y | +28.9% | +108.6% | -79.7% | -13.5% |
| 5Y | +24.1% | +106.7% | -82.7% | -21.9% |
| All | +113.8% | +173.8% | -60.0% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling