+167.1%
NXT vs MTB
+69.7%
+97.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -2.6% | -0.4% | -2.1% | -2.4% |
| 30D | -22.4% | -4.6% | -17.8% | -21.3% |
| 3M | -27.3% | +7.4% | -34.8% | -29.1% |
| 6M | -28.5% | +18.7% | -47.1% | -32.4% |
| YTD | -6.6% | +21.1% | -27.7% | -12.5% |
| 1Y | +20.4% | +24.1% | -3.7% | +11.7% |
| 3Y | +90.9% | +115.3% | -24.4% | +43.1% |
| All | +167.1% | +69.7% | +97.3% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling