+14.5%
FIX vs MTB
+23.3%
-8.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.5% |
| 7D | -7.2% | -0.8% | -6.5% | -7.0% |
| 30D | -35.1% | +2.4% | -37.5% | -35.7% |
| 3M | -34.3% | -10.5% | -23.8% | -31.0% |
| 6M | -42.9% | +6.4% | -49.3% | -46.0% |
| YTD | +19.5% | +12.8% | +6.6% | +9.5% |
| All | +14.5% | +23.3% | -8.8% | +1.7% |
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