-29.9%
BAX vs MTB
+116.9%
-146.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -1.1% | +1.7% | -2.9% | -1.9% |
| 30D | -5.5% | -4.2% | -1.3% | -3.7% |
| 3M | +33.5% | +8.9% | +24.7% | +28.7% |
| 6M | +35.9% | +10.9% | +25.0% | +29.9% |
| YTD | +35.4% | +21.5% | +13.9% | +25.2% |
| 1Y | +9.8% | +21.9% | -12.2% | +1.1% |
| All | -29.9% | +116.9% | -146.8% | -45.9% |
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