+519.9%
FIX vs MTB
+105.4%
+414.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +6.4% | -2.0% | +8.4% | +7.8% |
| 30D | -29.1% | +0.1% | -29.2% | -29.2% |
| 3M | -31.1% | -12.1% | -19.0% | -26.2% |
| 6M | -42.8% | +7.3% | -50.1% | -45.7% |
| YTD | +24.6% | +11.5% | +13.1% | +15.5% |
| 1Y | +21.9% | +21.3% | +0.7% | +7.5% |
| All | +519.9% | +105.4% | +414.5% | +318.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling