+104.2%
MTB vs MKTX
-60.5%
+164.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.2% |
| YTD | +21.5% | -8.7% | +30.2% | +23.1% |
| 1Y | +24.7% | -11.8% | +36.5% | +26.9% |
| 3Y | +108.6% | -24.0% | +132.6% | +112.8% |
| All | +104.2% | -60.5% | +164.7% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling