+23.8%
BTDR vs MTB
+110.4%
-86.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +20.0% | +1.7% | +18.2% | +19.1% |
| 30D | +11.9% | -4.2% | +16.1% | +13.9% |
| 3M | -36.9% | +8.9% | -45.8% | -39.8% |
| 6M | +56.5% | +10.9% | +45.6% | +48.4% |
| YTD | +10.4% | +21.5% | -11.0% | +0.5% |
| 1Y | +3.1% | +21.9% | -18.8% | -6.7% |
| 3Y | -2.6% | +109.2% | -111.8% | -20.7% |
| 5Y | +25.2% | +102.0% | -76.8% | +2.0% |
| All | +23.8% | +110.4% | -86.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling