+2,105.4%
FIX vs MTB
+101.8%
+2,003.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | +1.7% | +4.3% | +5.1% |
| 30D | -7.2% | -4.2% | -3.1% | -5.3% |
| 3M | -15.9% | +8.9% | -24.7% | -19.6% |
| 6M | +12.7% | +10.9% | +1.9% | +6.9% |
| YTD | +72.8% | +21.5% | +51.3% | +56.4% |
| 1Y | +122.9% | +21.9% | +101.0% | +100.9% |
| 3Y | +774.3% | +109.2% | +665.1% | +516.4% |
| All | +2,105.4% | +101.8% | +2,003.6% | +1,399.7% |
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