+911.5%
BE vs MTB
+78.5%
+833.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +20.0% | +1.7% | +18.2% | +18.9% |
| 30D | +7.9% | -4.2% | +12.1% | +10.6% |
| 3M | -13.2% | +8.9% | -22.1% | -18.0% |
| 6M | +53.5% | +10.9% | +42.6% | +43.8% |
| YTD | +191.0% | +21.5% | +169.5% | +158.2% |
| 1Y | +360.5% | +21.9% | +338.6% | +306.0% |
| 3Y | +1,568.0% | +109.2% | +1,458.8% | +982.1% |
| 5Y | +1,055.2% | +102.0% | +953.2% | +642.5% |
| All | +911.5% | +78.5% | +833.0% | +417.7% |
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