+263.2%
MTB vs BR
+1,281.7%
-1,018.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.1% | -5.0% | +6.1% | +3.6% |
| 30D | -4.6% | -2.5% | -2.2% | -3.7% |
| 3M | +6.3% | +13.5% | -7.2% | -1.1% |
| 6M | +15.6% | -9.4% | +25.0% | +19.6% |
| YTD | +20.6% | -23.3% | +43.8% | +34.6% |
| 1Y | +22.5% | -31.6% | +54.1% | +45.0% |
| 3Y | +114.4% | -5.1% | +119.5% | +111.9% |
| 5Y | +101.9% | +8.2% | +93.7% | +81.8% |
| 10Y | +170.4% | +189.8% | -19.4% | +40.4% |
| All | +263.2% | +1,281.7% | -1,018.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling