+521.9%
BKR vs MTB
+8,265.4%
-7,743.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -6.7% | -0.4% | -6.2% | -6.5% |
| 30D | -8.3% | -4.6% | -3.7% | -6.6% |
| 3M | -5.4% | +7.4% | -12.8% | -8.6% |
| 6M | +0.8% | +18.7% | -17.9% | -6.8% |
| YTD | +31.8% | +21.1% | +10.8% | +20.6% |
| 1Y | +28.6% | +24.1% | +4.5% | +16.1% |
| 3Y | +71.2% | +115.3% | -44.1% | +20.1% |
| 5Y | +179.2% | +106.0% | +73.2% | +90.6% |
| 10Y | +124.0% | +171.6% | -47.6% | +36.0% |
| All | +521.9% | +8,265.4% | -7,743.5% | +109.7% |
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