+464.9%
MTB vs BTG
+385.9%
+79.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | -4.6% | +9.5% | -14.1% | -4.8% |
| 3M | +6.3% | +38.5% | -32.2% | +5.4% |
| 6M | +15.6% | +5.6% | +10.0% | +15.2% |
| YTD | +20.6% | +23.9% | -3.4% | +19.6% |
| 1Y | +22.5% | +32.1% | -9.6% | +21.3% |
| 3Y | +114.4% | +103.2% | +11.2% | +109.3% |
| 5Y | +101.9% | +79.7% | +22.2% | +97.1% |
| 10Y | +170.4% | +159.1% | +11.3% | +158.8% |
| All | +464.9% | +385.9% | +79.0% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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