+869.8%
MTB vs BRKR
+172.5%
+697.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | -8.7% | +8.7% | +1.3% |
| 30D | -4.8% | -9.9% | +5.1% | -3.5% |
| 3M | +6.0% | -3.1% | +9.0% | +5.3% |
| 6M | +19.6% | +45.5% | -25.9% | +10.8% |
| YTD | +21.5% | +13.7% | +7.8% | +16.5% |
| 1Y | +24.7% | +67.4% | -42.7% | +12.1% |
| 3Y | +108.6% | -13.2% | +121.8% | +102.6% |
| 5Y | +106.7% | -39.5% | +146.2% | +109.2% |
| 10Y | +172.5% | +153.5% | +19.0% | +123.6% |
| All | +869.8% | +172.5% | +697.3% | +553.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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