+1,251.0%
BE vs MTB
+102.5%
+1,148.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +10.0% |
| 7D | +29.8% | +2.8% | +27.0% | +27.8% |
| 30D | +26.4% | -4.2% | +30.6% | +29.7% |
| 3M | +9.3% | +7.8% | +1.5% | +3.3% |
| 6M | +105.1% | +14.8% | +90.2% | +86.3% |
| YTD | +219.0% | +20.8% | +198.3% | +180.6% |
| 1Y | +418.8% | +23.1% | +395.6% | +348.8% |
| 3Y | +1,784.6% | +114.8% | +1,669.7% | +1,047.8% |
| 5Y | +1,251.0% | +103.3% | +1,147.7% | +738.6% |
| All | +1,251.0% | +102.5% | +1,148.5% | +738.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling