+31.0%
PL vs MTB
+61.4%
-30.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -1.1% |
| 7D | +10.0% | +1.5% | +8.5% | +9.1% |
| 30D | -2.3% | +2.3% | -4.6% | -3.7% |
| 3M | -44.2% | -12.1% | -32.1% | -39.2% |
| 6M | -66.1% | +9.8% | -75.9% | -68.5% |
| YTD | -30.0% | +12.0% | -42.0% | -36.4% |
| 1Y | +21.0% | +22.0% | -1.0% | +3.3% |
| 3Y | +516.5% | +107.6% | +408.9% | +296.9% |
| All | +31.0% | +61.4% | -30.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling