+169.2%
MTB vs BWA
+153.1%
+16.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -4.6% | -5.5% | +0.9% | -2.3% |
| 3M | +7.4% | -7.6% | +15.0% | +10.4% |
| 6M | +18.7% | +25.0% | -6.3% | +4.4% |
| YTD | +21.1% | +47.0% | -25.9% | -4.1% |
| 1Y | +24.1% | +54.0% | -29.9% | -4.5% |
| 3Y | +115.3% | +70.7% | +44.7% | +51.9% |
| 5Y | +106.0% | +86.7% | +19.3% | +34.3% |
| All | +169.2% | +153.1% | +16.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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