+256.9%
BN vs MTB
+172.9%
+84.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -5.9% | -0.4% | -5.4% | -5.6% |
| 30D | -15.1% | -4.6% | -10.5% | -13.0% |
| 3M | -14.6% | +7.4% | -22.0% | -17.8% |
| 6M | -8.4% | +18.7% | -27.1% | -16.3% |
| YTD | -16.8% | +21.1% | -37.9% | -24.9% |
| 1Y | -14.4% | +24.1% | -38.4% | -23.7% |
| 3Y | +70.1% | +115.3% | -45.2% | +14.3% |
| 5Y | +33.5% | +106.0% | -72.5% | -11.2% |
| All | +256.9% | +172.9% | +84.0% | +111.9% |
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