+883.7%
BAH vs MTB
+368.9%
+514.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -3.2% | +1.7% | -5.0% | -3.7% |
| 30D | +2.0% | -4.2% | +6.2% | +3.0% |
| 3M | -7.6% | +8.9% | -16.5% | -9.6% |
| 6M | -5.7% | +10.9% | -16.5% | -8.3% |
| YTD | -11.7% | +21.5% | -33.2% | -16.2% |
| 1Y | -27.4% | +21.9% | -49.3% | -31.2% |
| 3Y | -32.5% | +109.2% | -141.8% | -45.6% |
| 5Y | -3.3% | +102.0% | -105.3% | -23.7% |
| 10Y | +186.0% | +171.9% | +14.1% | +84.0% |
| All | +883.7% | +368.9% | +514.8% | +411.5% |
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 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