+3,800.0%
FIX vs MTB
+136.2%
+3,663.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.2% |
| 7D | -7.2% | -0.8% | -6.5% | -6.8% |
| 30D | -35.1% | +2.4% | -37.5% | -36.1% |
| 3M | -34.3% | -10.5% | -23.8% | -30.3% |
| 6M | -42.9% | +6.4% | -49.3% | -45.3% |
| YTD | +19.5% | +12.8% | +6.6% | +10.7% |
| 1Y | +16.8% | +23.3% | -6.5% | +2.9% |
| 3Y | +506.7% | +108.2% | +398.5% | +294.4% |
| 5Y | +1,046.7% | +68.6% | +978.1% | +696.9% |
| 10Y | +3,800.0% | +125.3% | +3,674.7% | +2,027.0% |
| All | +3,800.0% | +136.2% | +3,663.8% | +2,027.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling