+1,052.1%
FIX vs MTB
+61.4%
+990.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +17.0% | 0.0% | +17.0% | +17.1% |
| 30D | -30.6% | +0.8% | -31.4% | -30.9% |
| 3M | -35.0% | -12.8% | -22.3% | -30.8% |
| 6M | -44.0% | +6.7% | -50.7% | -46.1% |
| YTD | +21.1% | +11.3% | +9.8% | +14.1% |
| 1Y | +16.3% | +20.2% | -3.9% | +5.4% |
| 3Y | +507.4% | +103.8% | +403.6% | +336.3% |
| 5Y | +1,052.1% | +60.9% | +991.2% | +789.7% |
| All | +1,052.1% | +61.4% | +990.6% | +789.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling