+22.7%
SYY vs MTB
+101.1%
-78.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.5% | -0.4% | +2.0% | +1.6% |
| 30D | -2.3% | -4.6% | +2.3% | -1.1% |
| 3M | +5.5% | +7.4% | -1.9% | +3.3% |
| 6M | -1.0% | +18.7% | -19.6% | -5.8% |
| YTD | +14.1% | +21.1% | -6.9% | +7.8% |
| 1Y | +5.6% | +24.1% | -18.5% | -1.1% |
| 3Y | +27.9% | +115.3% | -87.5% | -0.3% |
| 5Y | +22.7% | +106.0% | -83.3% | -8.2% |
| All | +22.7% | +101.1% | -78.3% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling