+170.1%
MTB vs MKTX
+5.0%
+165.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -4.8% | +0.7% | -5.5% | -4.9% |
| 3M | +6.0% | +40.8% | -34.8% | +1.3% |
| 6M | +19.6% | -8.0% | +27.6% | +20.5% |
| YTD | +21.5% | -8.7% | +30.2% | +22.4% |
| 1Y | +24.7% | -11.8% | +36.5% | +26.1% |
| 3Y | +108.6% | -24.0% | +132.6% | +112.0% |
| 5Y | +106.7% | -60.3% | +167.0% | +124.3% |
| All | +170.1% | +5.0% | +165.0% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling