+12,471.5%
FIX vs MTB
+1,358.5%
+11,112.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | +1.7% | +4.3% | +5.2% |
| 30D | -7.2% | -4.2% | -3.1% | -5.4% |
| 3M | -15.9% | +8.9% | -24.7% | -19.5% |
| 6M | +12.7% | +10.9% | +1.9% | +7.2% |
| YTD | +72.8% | +21.5% | +51.3% | +57.0% |
| 1Y | +122.9% | +21.9% | +101.0% | +101.8% |
| 3Y | +774.3% | +109.2% | +665.1% | +508.0% |
| 5Y | +2,049.5% | +102.0% | +1,947.5% | +1,372.0% |
| 10Y | +5,821.5% | +171.9% | +5,649.5% | +3,328.5% |
| All | +12,471.5% | +1,358.5% | +11,112.9% | +3,216.3% |
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 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