-34.4%
BAX vs MTB
+119.7%
-154.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | -2.0% | +1.4% | 0.0% |
| 30D | +6.3% | +0.1% | +6.2% | +6.2% |
| 3M | -4.6% | -12.1% | +7.6% | -1.1% |
| 6M | +50.4% | +7.3% | +43.1% | +47.5% |
| YTD | +38.0% | +11.5% | +26.5% | +34.2% |
| 1Y | +44.6% | +21.3% | +23.3% | +37.6% |
| 3Y | -15.1% | +104.1% | -119.3% | -29.7% |
| 5Y | -63.3% | +61.8% | -125.1% | -68.5% |
| 10Y | -34.4% | +115.4% | -149.8% | -44.3% |
| All | -34.4% | +119.7% | -154.1% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling