-16.1%
BA vs MTB
+105.0%
-121.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -8.0% | +0.8% | -8.9% | -8.3% |
| 3M | -25.8% | -12.8% | -13.0% | -22.0% |
| 6M | -27.6% | +6.7% | -34.3% | -29.4% |
| YTD | -21.0% | +11.3% | -32.3% | -24.5% |
| 1Y | -12.3% | +20.2% | -32.4% | -18.7% |
| All | -16.1% | +105.0% | -121.1% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling