+513.3%
XRT vs MTB
+279.5%
+233.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | +1.7% | -0.9% | 0.0% |
| 30D | -4.2% | -4.2% | 0.0% | -2.4% |
| 3M | +5.1% | +8.9% | -3.8% | +1.1% |
| 6M | +2.4% | +10.9% | -8.5% | -2.3% |
| YTD | +3.2% | +21.5% | -18.3% | -5.6% |
| 1Y | +1.5% | +21.9% | -20.4% | -7.4% |
| 3Y | +40.6% | +109.2% | -68.7% | -0.4% |
| 5Y | -1.0% | +102.0% | -103.0% | -30.4% |
| 10Y | +128.4% | +171.9% | -43.5% | +29.4% |
| All | +513.3% | +279.5% | +233.8% | +163.9% |
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