+101.9%
MTB vs BWA
+89.5%
+12.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -4.6% | -5.6% | +0.9% | -2.8% |
| 3M | +6.3% | -10.7% | +17.0% | +10.1% |
| 6M | +15.6% | +23.2% | -7.6% | +4.4% |
| YTD | +20.6% | +46.0% | -25.4% | -1.2% |
| 1Y | +22.5% | +51.2% | -28.6% | -1.5% |
| 3Y | +114.4% | +69.6% | +44.9% | +58.3% |
| 5Y | +101.9% | +86.6% | +15.3% | +37.9% |
| All | +101.9% | +89.5% | +12.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling