-16.4%
IDXX vs MTB
+23.4%
-39.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -3.5% | +1.7% | -5.3% | -4.2% |
| 30D | -8.4% | -4.2% | -4.3% | -6.9% |
| 3M | -5.2% | +8.9% | -14.1% | -8.2% |
| 6M | -17.5% | +10.9% | -28.3% | -21.1% |
| YTD | -20.9% | +21.5% | -42.3% | -26.8% |
| 1Y | -16.4% | +21.9% | -38.3% | -20.8% |
| All | -16.4% | +23.4% | -39.8% | -20.8% |
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