-15.2%
BTDR vs MTB
+24.6%
-39.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +32.6% | -4.8% | +37.4% | +34.5% |
| 3M | -32.2% | +6.0% | -38.2% | -35.1% |
| 6M | +52.4% | +19.6% | +32.7% | +36.3% |
| YTD | +6.7% | +21.5% | -14.8% | -2.1% |
| 1Y | -15.2% | +24.7% | -39.9% | -28.4% |
| All | -15.2% | +24.6% | -39.8% | -28.4% |
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 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