+237.7%
BAC vs MTB
+122.1%
+115.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +1.0% |
| 7D | +2.1% | -0.7% | +2.7% | +2.6% |
| 30D | -6.7% | +1.4% | -8.1% | -7.7% |
| 3M | -20.2% | -11.6% | -8.6% | -12.7% |
| 6M | -0.2% | +5.4% | -5.6% | -4.3% |
| YTD | -6.4% | +11.7% | -18.1% | -14.2% |
| 1Y | -3.1% | +20.5% | -23.7% | -16.2% |
| 3Y | +96.7% | +104.5% | -7.8% | +12.8% |
| 5Y | +21.3% | +65.1% | -43.8% | -22.6% |
| 10Y | +237.7% | +119.5% | +118.2% | +47.3% |
| All | +237.7% | +122.1% | +115.6% | +47.3% |
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