+823.0%
MTB vs BB
+314.8%
+508.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | +2.3% | +8.1% | -5.8% | +1.3% |
| 3M | -12.1% | -1.0% | -11.1% | -12.5% |
| 6M | +9.8% | +45.9% | -36.1% | +4.3% |
| YTD | +12.0% | +134.8% | -122.8% | +1.2% |
| 1Y | +22.0% | +104.6% | -82.6% | +11.6% |
| 3Y | +107.6% | +152.8% | -45.2% | +81.1% |
| 5Y | +61.9% | -17.4% | +79.3% | +53.2% |
| 10Y | +116.3% | +22.4% | +93.9% | +79.8% |
| All | +823.0% | +314.8% | +508.3% | +593.2% |
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