+60.9%
MTB vs BBWI
-68.3%
+129.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.4% |
| 7D | 0.0% | -4.5% | +4.5% | +0.9% |
| 30D | +0.8% | +17.1% | -16.3% | -2.4% |
| 3M | -12.8% | +17.5% | -30.2% | -16.1% |
| 6M | +6.7% | +12.8% | -6.1% | +2.8% |
| YTD | +11.3% | +8.2% | +3.2% | +6.9% |
| 1Y | +20.2% | -1.8% | +22.0% | +16.6% |
| 3Y | +103.8% | -25.8% | +129.5% | +101.3% |
| 5Y | +60.9% | -68.0% | +128.9% | +85.3% |
| All | +60.9% | -68.3% | +129.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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