+170.1%
MTB vs BR
+189.7%
-19.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +1.4% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | +6.0% | +17.3% | -11.3% | -2.4% |
| 6M | +19.6% | -6.7% | +26.3% | +22.1% |
| YTD | +21.5% | -23.4% | +44.9% | +35.7% |
| 1Y | +24.7% | -32.7% | +57.4% | +48.7% |
| 3Y | +108.6% | -5.9% | +114.5% | +106.9% |
| 5Y | +106.7% | +8.4% | +98.3% | +85.7% |
| All | +170.1% | +189.7% | -19.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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