+584.3%
PL vs MTB
+103.9%
+480.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.3% | +12.2% | +12.5% |
| 7D | +10.9% | -0.8% | +11.6% | +11.8% |
| 30D | -16.4% | +2.4% | -18.8% | -18.0% |
| 3M | -39.9% | -10.5% | -29.5% | -33.9% |
| 6M | -63.2% | +6.4% | -69.6% | -65.9% |
| YTD | -27.1% | +12.8% | -39.9% | -37.0% |
| 1Y | +12.2% | +23.3% | -11.1% | -11.5% |
| 3Y | +584.3% | +108.2% | +476.0% | +229.6% |
| All | +584.3% | +103.9% | +480.4% | +229.6% |
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