+897.8%
BAX vs MTB
+7,695.2%
-6,797.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.9% |
| 7D | +9.0% | -0.8% | +9.8% | +9.2% |
| 30D | +8.5% | +2.4% | +6.1% | +7.8% |
| 3M | -4.1% | -10.5% | +6.4% | -1.6% |
| 6M | +46.9% | +6.4% | +40.5% | +44.8% |
| YTD | +38.4% | +12.8% | +25.6% | +34.7% |
| 1Y | +47.0% | +23.3% | +23.7% | +40.2% |
| 3Y | -14.9% | +108.2% | -123.2% | -28.6% |
| 5Y | -62.5% | +68.6% | -131.1% | -67.7% |
| 10Y | -33.9% | +125.3% | -159.2% | -49.4% |
| All | +897.8% | +7,695.2% | -6,797.4% | +213.5% |
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