+115.4%
MTB vs BUD
-4.5%
+119.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +0.1% | +7.4% | -7.3% | -3.4% |
| 3M | -12.1% | +4.3% | -16.4% | -14.2% |
| 6M | +7.3% | +5.3% | +2.0% | +3.9% |
| YTD | +11.5% | +33.2% | -21.7% | -4.3% |
| 1Y | +21.3% | +31.8% | -10.5% | +4.6% |
| 3Y | +104.1% | +47.8% | +56.4% | +60.9% |
| 5Y | +61.8% | +50.2% | +11.7% | +24.1% |
| 10Y | +115.4% | -4.8% | +120.2% | +68.7% |
| All | +115.4% | -4.5% | +119.9% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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