+169.2%
MTB vs BB
-0.1%
+169.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.8% |
| 7D | -0.4% | -2.1% | +1.6% | -0.2% |
| 30D | -4.6% | -16.0% | +11.4% | -2.7% |
| 3M | +7.4% | -14.5% | +21.9% | +8.4% |
| 6M | +18.7% | +118.6% | -99.9% | +5.2% |
| YTD | +21.1% | +98.9% | -77.9% | +8.5% |
| 1Y | +24.1% | +99.5% | -75.4% | +10.6% |
| 3Y | +115.3% | +65.4% | +50.0% | +89.4% |
| 5Y | +106.0% | -27.6% | +133.7% | +94.3% |
| All | +169.2% | -0.1% | +169.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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