+124.8%
XRT vs MTB
+172.8%
-48.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | -6.9% | -4.6% | -2.3% | -5.0% |
| 3M | -0.4% | +6.3% | -6.7% | -3.1% |
| 6M | +2.2% | +15.6% | -13.4% | -4.3% |
| YTD | -0.7% | +20.6% | -21.2% | -8.9% |
| 1Y | -2.0% | +22.5% | -24.5% | -10.8% |
| 3Y | +41.0% | +114.4% | -73.4% | -0.7% |
| 5Y | -3.3% | +101.9% | -105.2% | -31.5% |
| 10Y | +124.8% | +170.4% | -45.6% | +28.6% |
| All | +124.8% | +172.8% | -48.0% | +28.6% |
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