-23.0%
IDXX vs MTB
+104.1%
-127.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -11.5% | -4.8% | -6.7% | -10.3% |
| 3M | -9.5% | +6.0% | -15.5% | -11.1% |
| 6M | -16.0% | +19.6% | -35.6% | -20.4% |
| YTD | -25.4% | +21.5% | -46.9% | -29.7% |
| 1Y | -21.8% | +24.7% | -46.5% | -26.9% |
| 3Y | +7.0% | +108.6% | -101.5% | -14.4% |
| All | -23.0% | +104.1% | -127.1% | -33.4% |
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 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