+6.6%
PL vs MTB
+22.1%
-15.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +5.6% | -0.7% | +6.3% | +6.0% |
| 30D | -16.9% | +1.4% | -18.4% | -17.3% |
| 3M | -38.2% | -11.6% | -26.6% | -35.2% |
| 6M | -63.4% | +5.4% | -68.8% | -65.3% |
| YTD | -27.6% | +11.7% | -39.4% | -33.4% |
| 1Y | +6.6% | +20.5% | -14.0% | -7.5% |
| All | +6.6% | +22.1% | -15.5% | -7.5% |
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