+455.3%
PL vs MTB
+95.2%
+360.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.9% | +11.3% | +11.2% |
| 7D | -6.8% | -1.3% | -5.5% | -5.8% |
| 30D | -29.3% | +0.5% | -29.8% | -29.7% |
| 3M | -44.8% | -12.4% | -32.4% | -38.1% |
| 6M | -68.4% | +1.5% | -69.9% | -69.5% |
| YTD | -36.4% | +10.3% | -46.7% | -44.1% |
| 1Y | +0.7% | +22.2% | -21.5% | -20.3% |
| 3Y | +455.3% | +96.9% | +358.4% | +172.5% |
| All | +455.3% | +95.2% | +360.1% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling