+103.3%
MTB vs BUD
+45.2%
+58.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -4.2% | -4.8% | +0.6% | -2.6% |
| 3M | +7.8% | +1.4% | +6.4% | +7.0% |
| 6M | +14.8% | +9.9% | +5.0% | +10.4% |
| YTD | +20.8% | +26.3% | -5.6% | +9.6% |
| 1Y | +23.1% | +36.1% | -13.0% | +8.5% |
| 3Y | +114.8% | +48.6% | +66.2% | +76.0% |
| 5Y | +103.3% | +45.0% | +58.3% | +70.8% |
| All | +103.3% | +45.2% | +58.1% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling