+6,002.7%
BTI vs MTB
+8,245.1%
-2,242.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.4% | +2.8% | -4.1% | -1.9% |
| 30D | -7.0% | -4.2% | -2.9% | -6.2% |
| 3M | -6.3% | +7.8% | -14.1% | -7.8% |
| 6M | -2.0% | +14.8% | -16.8% | -4.9% |
| YTD | +0.2% | +20.8% | -20.6% | -4.0% |
| 1Y | +3.8% | +23.1% | -19.3% | -1.0% |
| 3Y | +112.1% | +114.8% | -2.8% | +76.3% |
| 5Y | +113.6% | +103.3% | +10.3% | +76.6% |
| 10Y | +69.6% | +173.0% | -103.4% | +25.0% |
| All | +6,002.7% | +8,245.1% | -2,242.3% | +2,096.0% |
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