+3,874.2%
RRX vs MTB
+8,294.1%
-4,419.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.4% | +1.7% | +1.7% | +2.6% |
| 30D | -11.1% | -4.2% | -6.9% | -9.3% |
| 3M | -23.7% | +8.9% | -32.6% | -26.8% |
| 6M | -22.0% | +10.9% | -32.9% | -25.5% |
| YTD | +16.5% | +21.5% | -5.0% | +6.7% |
| 1Y | +11.5% | +21.9% | -10.4% | +1.9% |
| 3Y | +1.5% | +109.2% | -107.7% | -27.5% |
| 5Y | +18.3% | +102.0% | -83.7% | -16.1% |
| 10Y | +209.8% | +171.9% | +37.9% | +85.2% |
| All | +3,874.2% | +8,294.1% | -4,419.9% | +886.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling