+59.8%
MTB vs BAM
+67.8%
-8.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.8% |
| 7D | +1.1% | -3.9% | +5.0% | +2.8% |
| 30D | -4.6% | -8.8% | +4.2% | -1.1% |
| 3M | +6.3% | +2.2% | +4.1% | +4.6% |
| 6M | +15.6% | +5.9% | +9.7% | +11.6% |
| YTD | +20.6% | -6.1% | +26.7% | +22.2% |
| 1Y | +22.5% | -11.6% | +34.2% | +27.1% |
| 3Y | +114.4% | +51.7% | +62.7% | +68.6% |
| All | +59.8% | +67.8% | -8.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling