+24.1%
MTB vs BAM
-12.8%
+36.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -0.4% | -6.1% | +5.6% | +1.4% |
| 30D | -4.6% | -13.8% | +9.2% | -0.5% |
| 3M | +7.4% | +4.4% | +3.1% | +5.3% |
| 6M | +18.7% | +6.4% | +12.3% | +15.1% |
| YTD | +21.1% | -7.1% | +28.1% | +22.1% |
| 1Y | +24.1% | -11.8% | +35.9% | +28.3% |
| All | +24.1% | -12.8% | +36.9% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling