+39.4%
BEN vs MTB
+103.4%
-64.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.4% | +1.1% | +2.3% | +2.7% |
| 30D | +1.8% | -4.6% | +6.4% | +4.5% |
| 3M | +8.4% | +6.3% | +2.1% | +4.4% |
| 6M | +35.6% | +15.6% | +20.0% | +24.5% |
| YTD | +46.4% | +20.6% | +25.8% | +31.2% |
| 1Y | +46.3% | +22.5% | +23.8% | +29.7% |
| 3Y | +54.6% | +114.4% | -59.8% | -0.5% |
| 5Y | +39.4% | +101.9% | -62.5% | -13.0% |
| All | +39.4% | +103.4% | -64.0% | -13.0% |
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