+901.2%
MTB vs BB
+258.8%
+642.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -5.6% | +7.4% | +2.3% |
| 30D | -4.2% | -11.8% | +7.6% | -3.2% |
| 3M | +8.9% | -25.5% | +34.4% | +11.1% |
| 6M | +10.9% | +121.3% | -110.4% | +1.2% |
| YTD | +21.5% | +103.2% | -81.7% | +11.8% |
| 1Y | +21.9% | +102.6% | -80.7% | +11.8% |
| 3Y | +109.2% | +37.5% | +71.7% | +93.6% |
| 5Y | +102.0% | -30.4% | +132.4% | +94.8% |
| 10Y | +171.9% | 0.0% | +171.9% | +131.3% |
| All | +901.2% | +258.8% | +642.3% | +665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling