+1,003.0%
BE vs MTB
+78.5%
+924.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.3% | +6.5% |
| 7D | +9.0% | 0.0% | +9.1% | +9.0% |
| 30D | +16.3% | -4.8% | +21.1% | +19.5% |
| 3M | +10.8% | +6.0% | +4.8% | +6.2% |
| 6M | +73.2% | +19.6% | +53.6% | +55.2% |
| YTD | +217.4% | +21.5% | +195.9% | +181.5% |
| 1Y | +309.8% | +24.7% | +285.1% | +257.0% |
| 3Y | +1,726.2% | +108.6% | +1,617.6% | +1,087.2% |
| 5Y | +1,306.2% | +106.7% | +1,199.4% | +792.2% |
| All | +1,003.0% | +78.5% | +924.5% | +464.4% |
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 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