+4,267.1%
SYY vs MTB
+8,294.1%
-4,026.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.8% |
| 30D | -4.9% | -4.2% | -0.8% | -3.7% |
| 3M | +8.4% | +8.9% | -0.5% | +5.4% |
| 6M | -7.4% | +10.9% | -18.2% | -10.6% |
| YTD | +11.0% | +21.5% | -10.5% | +4.0% |
| 1Y | -0.2% | +21.9% | -22.1% | -6.8% |
| 3Y | +23.8% | +109.2% | -85.5% | -4.6% |
| 5Y | +18.1% | +102.0% | -83.8% | -10.3% |
| 10Y | +94.6% | +171.9% | -77.3% | +33.4% |
| All | +4,267.1% | +8,294.1% | -4,026.9% | +928.0% |
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 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