+1,659.2%
BE vs MTB
+105.4%
+1,553.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.8% |
| 7D | -13.4% | -0.7% | -12.7% | -12.8% |
| 30D | -33.9% | +1.4% | -35.3% | -34.3% |
| 3M | -12.0% | -11.6% | -0.4% | -5.2% |
| 6M | -29.0% | +5.4% | -34.4% | -32.7% |
| YTD | +113.4% | +11.7% | +101.7% | +93.6% |
| 1Y | +33.2% | +20.5% | +12.6% | +14.3% |
| 3Y | +1,659.2% | +104.5% | +1,554.7% | +669.6% |
| All | +1,659.2% | +105.4% | +1,553.8% | +669.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling