+397.7%
BAC vs MTB
+172.8%
+224.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +0.6% | +1.1% | -0.4% | -0.2% |
| 30D | -1.4% | -4.6% | +3.3% | +2.1% |
| 3M | +15.7% | +6.3% | +9.5% | +10.4% |
| 6M | +32.2% | +15.6% | +16.6% | +18.3% |
| YTD | +15.8% | +20.6% | -4.8% | +0.3% |
| 1Y | +27.3% | +22.5% | +4.7% | +8.6% |
| 3Y | +137.5% | +114.4% | +23.0% | +30.9% |
| 5Y | +73.1% | +101.9% | -28.8% | -6.5% |
| 10Y | +397.7% | +170.4% | +227.3% | +89.0% |
| All | +397.7% | +172.8% | +224.9% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling