+7,843.3%
FIX vs MTB
+1,224.2%
+6,619.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.9% |
| 7D | -17.5% | -1.3% | -16.1% | -17.0% |
| 30D | -41.6% | +0.5% | -42.1% | -41.8% |
| 3M | -40.6% | -12.4% | -28.2% | -37.0% |
| 6M | -49.4% | +1.5% | -50.9% | -50.1% |
| YTD | +9.2% | +10.3% | -1.1% | +3.5% |
| 1Y | +6.5% | +22.2% | -15.7% | -3.8% |
| 3Y | +448.7% | +96.9% | +351.8% | +293.7% |
| 5Y | +948.7% | +64.3% | +884.4% | +690.1% |
| 10Y | +3,659.7% | +137.8% | +3,521.9% | +2,209.2% |
| All | +7,843.3% | +1,224.2% | +6,619.1% | +2,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling