+16.5%
BTDR vs MTB
+101.1%
-84.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | +32.7% | -4.6% | +37.3% | +35.3% |
| 3M | -28.4% | +7.4% | -35.8% | -31.2% |
| 6M | +51.7% | +18.7% | +33.0% | +39.3% |
| YTD | +2.9% | +21.1% | -18.2% | -6.4% |
| 1Y | -15.5% | +24.1% | -39.5% | -24.3% |
| 3Y | 0.0% | +115.3% | -115.3% | -18.7% |
| 5Y | +16.5% | +106.0% | -89.6% | -5.8% |
| All | +16.5% | +101.1% | -84.6% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling