+1,376.8%
BAC vs MTB
+8,294.1%
-6,917.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | -0.4% |
| 30D | -0.4% | -4.2% | +3.8% | +3.3% |
| 3M | +16.9% | +8.9% | +8.0% | +8.2% |
| 6M | +26.6% | +10.9% | +15.7% | +15.0% |
| YTD | +15.8% | +21.5% | -5.7% | -3.0% |
| 1Y | +27.2% | +21.9% | +5.2% | +5.6% |
| 3Y | +132.4% | +109.2% | +23.2% | +16.1% |
| 5Y | +72.6% | +102.0% | -29.4% | -18.0% |
| 10Y | +389.7% | +171.9% | +217.8% | +62.2% |
| All | +1,376.8% | +8,294.1% | -6,917.3% | -31.8% |
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