+170.1%
MTB vs BG
+166.7%
+3.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | 0.0% | +3.1% | -3.1% | -1.1% |
| 30D | -4.8% | +10.2% | -15.0% | -8.3% |
| 3M | +6.0% | -1.7% | +7.6% | +5.9% |
| 6M | +19.6% | +1.0% | +18.6% | +17.6% |
| YTD | +21.5% | +39.9% | -18.4% | +5.0% |
| 1Y | +24.7% | +53.2% | -28.5% | +3.2% |
| 3Y | +108.6% | +16.3% | +92.3% | +88.9% |
| 5Y | +106.7% | +83.9% | +22.9% | +49.0% |
| All | +170.1% | +166.7% | +3.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling