+707.7%
BE vs MTB
+63.6%
+644.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +20.5% | 0.0% | +20.5% | +20.7% |
| 30D | -23.4% | +0.8% | -24.2% | -23.6% |
| 3M | -14.9% | -12.8% | -2.1% | -8.2% |
| 6M | -28.1% | +6.7% | -34.8% | -31.3% |
| YTD | +132.4% | +11.3% | +121.1% | +116.2% |
| 1Y | +59.4% | +20.2% | +39.2% | +41.5% |
| 3Y | +1,815.8% | +103.8% | +1,712.1% | +1,158.3% |
| 5Y | +491.3% | +60.9% | +430.4% | +331.1% |
| All | +707.7% | +63.6% | +644.1% | +333.4% |
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