+120.2%
BKR vs MTB
+173.8%
-53.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -8.1% | -4.8% | -3.3% | -5.7% |
| 3M | -6.6% | +6.0% | -12.6% | -10.1% |
| 6M | +0.9% | +19.6% | -18.8% | -9.4% |
| YTD | +31.1% | +21.5% | +9.6% | +16.3% |
| 1Y | +27.7% | +24.7% | +3.0% | +11.3% |
| 3Y | +71.2% | +108.6% | -37.4% | +8.4% |
| 5Y | +177.6% | +106.7% | +70.9% | +59.8% |
| All | +120.2% | +173.8% | -53.7% | +16.4% |
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