+61.5%
MTB vs BB
-17.6%
+79.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | +2.3% | +8.1% | -5.8% | +0.9% |
| 3M | -12.1% | -1.0% | -11.1% | -12.7% |
| 6M | +9.8% | +45.9% | -36.1% | +1.5% |
| YTD | +12.0% | +134.8% | -122.8% | -4.3% |
| 1Y | +22.0% | +104.6% | -82.6% | +6.2% |
| 3Y | +107.6% | +152.8% | -45.2% | +66.8% |
| All | +61.5% | -17.6% | +79.1% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling