+7,653.6%
MTB vs TXT
+2,196.3%
+5,457.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +2.3% | +13.3% | -11.0% | -2.7% |
| 3M | -12.1% | -5.0% | -7.2% | -10.8% |
| 6M | +9.8% | -8.4% | +18.2% | +12.6% |
| YTD | +12.0% | -4.0% | +16.0% | +12.3% |
| 1Y | +22.0% | +2.8% | +19.2% | +19.2% |
| 3Y | +107.6% | +10.3% | +97.3% | +96.4% |
| 5Y | +61.9% | +9.2% | +52.7% | +52.7% |
| 10Y | +116.3% | +89.6% | +26.7% | +63.5% |
| All | +7,653.6% | +2,196.3% | +5,457.3% | +2,987.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 all: compounded portfolio wealth divided by compounded TXT 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…
all analysis · Full analysis span regression · 6 months rolling