+1,094.1%
BAC vs MTB
+7,621.0%
-6,527.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +1.1% |
| 7D | +2.1% | -0.7% | +2.7% | +2.7% |
| 30D | -6.7% | +1.4% | -8.1% | -7.9% |
| 3M | -20.2% | -11.6% | -8.6% | -11.3% |
| 6M | -0.2% | +5.4% | -5.6% | -5.1% |
| YTD | -6.4% | +11.7% | -18.1% | -15.7% |
| 1Y | -3.1% | +20.5% | -23.7% | -18.6% |
| 3Y | +96.7% | +104.5% | -7.8% | +0.7% |
| 5Y | +21.3% | +65.1% | -43.8% | -30.4% |
| 10Y | +237.7% | +119.5% | +118.2% | +36.1% |
| All | +1,094.1% | +7,621.0% | -6,527.0% | -40.7% |
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