+4,214.5%
RRX vs MTB
+7,638.9%
-3,424.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +4.3% | +1.5% | +2.8% | +3.6% |
| 30D | +12.3% | +2.3% | +10.0% | +11.0% |
| 3M | +3.7% | -12.1% | +15.8% | +10.1% |
| 6M | -13.9% | +9.8% | -23.7% | -17.8% |
| YTD | +26.5% | +12.0% | +14.4% | +20.2% |
| 1Y | +29.3% | +22.0% | +7.3% | +18.2% |
| 3Y | +65.6% | +107.6% | -42.1% | +19.9% |
| 5Y | +10.6% | +61.9% | -51.2% | -13.0% |
| 10Y | +202.9% | +116.3% | +86.6% | +99.7% |
| All | +4,214.5% | +7,638.9% | -3,424.4% | +1,011.5% |
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