+139.4%
BAC vs MTB
+116.9%
+22.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | -0.1% |
| 30D | -0.4% | -4.2% | +3.8% | +2.6% |
| 3M | +16.9% | +8.9% | +8.0% | +9.9% |
| 6M | +26.6% | +10.9% | +15.7% | +17.3% |
| YTD | +15.8% | +21.5% | -5.7% | +0.7% |
| 1Y | +27.2% | +21.9% | +5.2% | +10.0% |
| All | +139.4% | +116.9% | +22.6% | +36.5% |
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