+170.4%
NXT vs MTB
+69.0%
+101.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -20.0% | -4.6% | -15.3% | -18.7% |
| 3M | -30.9% | +6.3% | -37.2% | -32.4% |
| 6M | -23.8% | +15.6% | -39.4% | -27.5% |
| YTD | -5.4% | +20.6% | -26.0% | -11.3% |
| 1Y | +28.0% | +22.5% | +5.5% | +19.3% |
| 3Y | +93.3% | +114.4% | -21.1% | +45.1% |
| All | +170.4% | +69.0% | +101.4% | +103.4% |
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