+15.0%
PL vs MTB
+20.0%
-5.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +13.4% | -2.0% | +15.3% | +14.4% |
| 30D | -10.2% | +0.1% | -10.3% | -10.1% |
| 3M | -39.5% | -12.1% | -27.4% | -36.5% |
| 6M | -65.7% | +7.3% | -73.0% | -67.7% |
| YTD | -27.3% | +11.5% | -38.8% | -32.0% |
| 1Y | +15.0% | +21.3% | -6.3% | +3.3% |
| All | +15.0% | +20.0% | -5.0% | +3.3% |
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