+875.9%
BAX vs MTB
+8,294.1%
-7,418.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | +1.7% | -2.9% | -1.6% |
| 30D | -5.5% | -4.2% | -1.3% | -4.5% |
| 3M | +33.5% | +8.9% | +24.7% | +30.9% |
| 6M | +35.9% | +10.9% | +25.0% | +32.7% |
| YTD | +35.4% | +21.5% | +13.9% | +29.5% |
| 1Y | +9.8% | +21.9% | -12.2% | +4.8% |
| 3Y | -32.7% | +109.2% | -142.0% | -43.7% |
| 5Y | -65.6% | +102.0% | -167.5% | -71.5% |
| 10Y | -34.9% | +171.9% | -206.8% | -52.3% |
| All | +875.9% | +8,294.1% | -7,418.2% | +201.4% |
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