+1,821.9%
BA vs MTB
+8,294.1%
-6,472.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.2% | +1.7% | -0.6% | +0.4% |
| 30D | -11.6% | -4.2% | -7.4% | -10.0% |
| 3M | -2.4% | +8.9% | -11.2% | -6.1% |
| 6M | -6.6% | +10.9% | -17.5% | -11.0% |
| YTD | -2.2% | +21.5% | -23.7% | -10.8% |
| 1Y | -8.0% | +21.9% | -29.9% | -16.5% |
| 3Y | -5.0% | +109.2% | -114.2% | -33.9% |
| 5Y | -2.7% | +102.0% | -104.7% | -33.1% |
| 10Y | +75.9% | +171.9% | -96.0% | +7.3% |
| All | +1,821.9% | +8,294.1% | -6,472.2% | +217.0% |
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