+11.7%
PL vs MTB
+21.0%
-9.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +22.3% | 0.0% | +22.3% | +22.3% |
| 30D | -8.3% | +0.8% | -9.2% | -8.5% |
| 3M | -43.3% | -12.8% | -30.5% | -40.3% |
| 6M | -65.8% | +6.7% | -72.5% | -67.7% |
| YTD | -29.5% | +11.3% | -40.8% | -34.1% |
| 1Y | +11.7% | +20.2% | -8.4% | +0.2% |
| All | +11.7% | +21.0% | -9.3% | +0.2% |
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