+403.1%
PL vs MTB
+97.1%
+306.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.2% | -8.0% | -8.2% |
| 7D | -20.5% | -1.9% | -18.6% | -19.2% |
| 30D | -38.8% | +0.5% | -39.2% | -39.0% |
| 3M | -49.1% | -12.2% | -36.9% | -43.1% |
| 6M | -69.4% | +3.4% | -72.7% | -70.9% |
| YTD | -42.3% | +11.3% | -53.7% | -49.7% |
| 1Y | -14.2% | +23.3% | -37.5% | -32.6% |
| All | +403.1% | +97.1% | +306.0% | +145.1% |
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