+480.7%
MTB vs BG
+1,181.2%
-700.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | -4.6% | +10.3% | -14.9% | -7.4% |
| 3M | +6.3% | -1.9% | +8.2% | +6.2% |
| 6M | +15.6% | +5.2% | +10.3% | +12.7% |
| YTD | +20.6% | +41.2% | -20.6% | +7.8% |
| 1Y | +22.5% | +50.5% | -28.0% | +6.9% |
| 3Y | +114.4% | +19.9% | +94.5% | +96.9% |
| 5Y | +101.9% | +86.7% | +15.2% | +60.6% |
| 10Y | +170.4% | +167.5% | +2.9% | +87.2% |
| All | +480.7% | +1,181.2% | -700.4% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling