+18.4%
BTDR vs MTB
+112.6%
-94.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +14.8% | +1.1% | +13.7% | +13.7% |
| 30D | +41.8% | -4.6% | +46.4% | +48.1% |
| 3M | -29.2% | +6.3% | -35.4% | -34.8% |
| 6M | +66.2% | +15.6% | +50.6% | +39.3% |
| YTD | +10.0% | +20.6% | -10.6% | -12.6% |
| 1Y | -11.0% | +22.5% | -33.5% | -31.5% |
| All | +18.4% | +112.6% | -94.1% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling