+5,993.3%
FIX vs MTB
+173.2%
+5,820.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | +6.1% | +2.8% | +3.3% | +4.5% |
| 30D | -2.7% | -4.2% | +1.5% | -0.4% |
| 3M | -10.9% | +7.8% | -18.7% | -15.0% |
| 6M | +29.0% | +14.8% | +14.2% | +18.9% |
| YTD | +76.9% | +20.8% | +56.1% | +58.2% |
| 1Y | +130.7% | +23.1% | +107.6% | +103.6% |
| 3Y | +790.7% | +114.8% | +675.8% | +467.4% |
| 5Y | +2,185.6% | +103.3% | +2,082.3% | +1,322.9% |
| 10Y | +5,993.3% | +173.0% | +5,820.3% | +2,968.0% |
| All | +5,993.3% | +173.2% | +5,820.1% | +2,968.0% |
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