+180.5%
PL vs MTB
+23.4%
+157.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -9.3% | +1.7% | -11.0% | -10.2% |
| 30D | -18.9% | -4.2% | -14.7% | -17.0% |
| 3M | -58.4% | +8.9% | -67.2% | -61.2% |
| 6M | -30.3% | +10.9% | -41.2% | -36.6% |
| YTD | -8.1% | +21.5% | -29.6% | -23.7% |
| 1Y | +180.5% | +21.9% | +158.6% | +143.6% |
| All | +180.5% | +23.4% | +157.1% | +143.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling