+44.1%
PL vs MTB
+69.4%
-25.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +5.6% | -0.7% | +6.3% | +6.2% |
| 30D | -16.9% | +1.4% | -18.4% | -17.6% |
| 3M | -38.2% | -11.6% | -26.6% | -33.4% |
| 6M | -63.4% | +5.4% | -68.8% | -65.0% |
| YTD | -27.6% | +11.7% | -39.4% | -33.4% |
| 1Y | +6.6% | +20.5% | -14.0% | -6.6% |
| 3Y | +557.6% | +104.5% | +453.1% | +353.0% |
| 5Y | +39.5% | +65.1% | -25.6% | +6.3% |
| All | +44.1% | +69.4% | -25.2% | +9.7% |
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