+45.8%
XRT vs MTB
+116.9%
-71.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | -4.2% | -4.2% | 0.0% | -2.2% |
| 3M | +5.1% | +8.9% | -3.8% | +0.6% |
| 6M | +2.4% | +10.9% | -8.5% | -3.0% |
| YTD | +3.2% | +21.5% | -18.3% | -6.9% |
| 1Y | +1.5% | +21.9% | -20.4% | -8.7% |
| All | +45.8% | +116.9% | -71.1% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling