-31.3%
BAH vs MTB
+116.9%
-148.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -3.2% | +1.7% | -5.0% | -3.5% |
| 30D | +2.0% | -4.2% | +6.2% | +2.7% |
| 3M | -7.6% | +8.9% | -16.5% | -8.8% |
| 6M | -5.7% | +10.9% | -16.5% | -7.2% |
| YTD | -11.7% | +21.5% | -33.2% | -14.3% |
| 1Y | -27.4% | +21.9% | -49.3% | -29.6% |
| All | -31.3% | +116.9% | -148.2% | -37.1% |
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