+3,541.2%
MTB vs BWA
+3,492.4%
+48.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.1% |
| 7D | +1.7% | +5.7% | -3.9% | -0.4% |
| 30D | -4.2% | +1.4% | -5.6% | -4.9% |
| 3M | +8.9% | -12.1% | +21.0% | +13.2% |
| 6M | +10.9% | +28.6% | -17.7% | -0.8% |
| YTD | +21.5% | +51.1% | -29.6% | +0.5% |
| 1Y | +21.9% | +55.9% | -34.0% | -0.6% |
| 3Y | +109.2% | +70.1% | +39.1% | +61.2% |
| 5Y | +102.0% | +90.7% | +11.3% | +46.6% |
| 10Y | +171.9% | +154.0% | +18.0% | +71.6% |
| All | +3,541.2% | +3,492.4% | +48.8% | +1,062.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling