-2.1%
XRT vs MTB
+67.9%
-70.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.5% |
| 7D | +2.5% | -0.8% | +3.2% | +2.9% |
| 30D | +10.3% | +2.4% | +7.9% | +9.2% |
| 3M | +2.4% | -10.5% | +12.9% | +8.0% |
| 6M | +10.0% | +6.4% | +3.6% | +6.5% |
| YTD | +9.5% | +12.8% | -3.3% | +2.8% |
| 1Y | +17.2% | +23.3% | -6.1% | +5.3% |
| 3Y | +62.0% | +108.2% | -46.3% | +11.2% |
| 5Y | -2.1% | +68.6% | -70.7% | -27.4% |
| All | -2.1% | +67.9% | -70.0% | -27.4% |
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