+1,470.0%
BA vs MTB
+7,621.1%
-6,151.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -8.9% | +1.4% | -10.4% | -9.5% |
| 3M | -25.5% | -11.6% | -13.9% | -21.4% |
| 6M | -27.0% | +5.4% | -32.4% | -28.8% |
| YTD | -20.1% | +11.7% | -31.9% | -24.4% |
| 1Y | -11.0% | +20.5% | -31.5% | -18.7% |
| 3Y | -11.8% | +104.5% | -116.4% | -37.8% |
| 5Y | -20.6% | +65.1% | -85.7% | -40.1% |
| 10Y | +26.6% | +119.5% | -92.9% | -16.0% |
| All | +1,470.0% | +7,621.1% | -6,151.1% | +168.6% |
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