+608.6%
MTB vs BUD
+214.2%
+394.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.7% |
| 30D | +0.8% | +6.7% | -5.8% | -2.3% |
| 3M | -12.8% | +5.9% | -18.6% | -15.4% |
| 6M | +6.7% | +5.1% | +1.6% | +3.5% |
| YTD | +11.3% | +32.9% | -21.6% | -3.9% |
| 1Y | +20.2% | +31.8% | -11.7% | +4.1% |
| 3Y | +103.8% | +47.4% | +56.4% | +62.6% |
| 5Y | +60.9% | +50.8% | +10.1% | +25.0% |
| 10Y | +115.0% | -5.1% | +120.1% | +87.9% |
| All | +608.6% | +214.2% | +394.4% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling