+8,310.1%
MTB vs BBWI
+1,034.6%
+7,275.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | -4.2% | -5.2% | +1.0% | -3.3% |
| 3M | +8.9% | +11.1% | -2.2% | +5.2% |
| 6M | +10.9% | -13.4% | +24.2% | +12.5% |
| YTD | +21.5% | +0.1% | +21.4% | +18.3% |
| 1Y | +21.9% | -36.1% | +58.0% | +30.3% |
| 3Y | +109.2% | -44.1% | +153.3% | +121.6% |
| 5Y | +102.0% | -66.2% | +168.2% | +131.5% |
| 10Y | +171.9% | -54.8% | +226.7% | +145.5% |
| All | +8,310.1% | +1,034.6% | +7,275.4% | +3,610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling