+230.2%
NXT vs MTB
+56.4%
+173.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -5.7% | -2.0% | -3.7% | -5.1% |
| 30D | +18.5% | +0.1% | +18.4% | +18.6% |
| 3M | -4.1% | -12.1% | +8.0% | +0.1% |
| 6M | -20.3% | +7.3% | -27.6% | -22.3% |
| YTD | +15.5% | +11.5% | +3.9% | +11.2% |
| 1Y | -5.0% | +21.3% | -26.2% | -10.8% |
| 3Y | +191.6% | +104.1% | +87.5% | +121.9% |
| All | +230.2% | +56.4% | +173.9% | +154.9% |
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