+14.4%
FIX vs MTB
+27.0%
-12.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.2% | -16.2% | -15.5% |
| 7D | -18.9% | +2.0% | -20.9% | -19.6% |
| 30D | -36.3% | +2.9% | -39.2% | -37.0% |
| 3M | -38.5% | -10.7% | -27.9% | -35.4% |
| 6M | -42.3% | +6.3% | -48.6% | -45.3% |
| YTD | +17.1% | +13.8% | +3.3% | +6.2% |
| 1Y | +14.4% | +27.7% | -13.3% | -2.9% |
| All | +14.4% | +27.0% | -12.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling