+104.2%
MTB vs BR
+8.0%
+96.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | +6.0% | +17.3% | -11.3% | -0.5% |
| 6M | +19.6% | -6.7% | +26.3% | +22.0% |
| YTD | +21.5% | -23.4% | +44.9% | +34.1% |
| 1Y | +24.7% | -32.7% | +57.4% | +45.7% |
| 3Y | +108.6% | -5.9% | +114.5% | +107.9% |
| All | +104.2% | +8.0% | +96.2% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling