+70,760.1%
BBY vs MTB
+8,229.7%
+62,530.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | +6.8% | -4.6% | +11.4% | +9.2% |
| 3M | +18.7% | +6.3% | +12.5% | +15.5% |
| 6M | +37.3% | +15.6% | +21.7% | +28.3% |
| YTD | +35.3% | +20.6% | +14.8% | +23.9% |
| 1Y | +20.7% | +22.5% | -1.9% | +9.5% |
| 3Y | +39.4% | +114.4% | -75.0% | -2.9% |
| 5Y | -1.5% | +101.9% | -103.4% | -31.5% |
| 10Y | +239.8% | +170.4% | +69.4% | +90.5% |
| All | +70,760.1% | +8,229.7% | +62,530.4% | +8,172.2% |
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