+97.9%
BAC vs MTB
+106.3%
-8.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +3.2% | +1.5% | +1.7% | +2.1% |
| 30D | -0.7% | +2.3% | -3.1% | -2.3% |
| 3M | -20.0% | -12.1% | -7.9% | -12.4% |
| 6M | +3.4% | +9.8% | -6.4% | -3.5% |
| YTD | -5.7% | +12.0% | -17.8% | -13.3% |
| 1Y | -1.4% | +22.0% | -23.5% | -14.8% |
| 3Y | +97.9% | +107.6% | -9.7% | +18.3% |
| All | +97.9% | +106.3% | -8.4% | +18.3% |
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 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