-14.4%
BN vs MTB
+22.5%
-36.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -5.9% | -0.4% | -5.4% | -5.6% |
| 30D | -15.1% | -4.6% | -10.5% | -12.7% |
| 3M | -14.6% | +7.4% | -22.0% | -18.5% |
| 6M | -8.4% | +18.7% | -27.1% | -18.2% |
| YTD | -16.8% | +21.1% | -37.9% | -26.9% |
| 1Y | -14.4% | +24.1% | -38.4% | -28.8% |
| All | -14.4% | +22.5% | -36.9% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling