-3.3%
IDXX vs MTB
+27.0%
-30.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.8% | +3.4% |
| 7D | +24.1% | +2.0% | +22.1% | +23.2% |
| 30D | +32.5% | +2.9% | +29.6% | +31.1% |
| 3M | +18.8% | -10.7% | +29.4% | +24.3% |
| 6M | +24.0% | +6.3% | +17.7% | +20.5% |
| YTD | +3.3% | +13.8% | -10.5% | -4.1% |
| 1Y | -3.3% | +27.7% | -31.0% | -17.2% |
| All | -3.3% | +27.0% | -30.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling