+32.9%
PL vs MTB
+61.4%
-28.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | +22.3% | 0.0% | +22.3% | +22.4% |
| 30D | -8.3% | +0.8% | -9.2% | -8.7% |
| 3M | -43.3% | -12.8% | -30.5% | -37.8% |
| 6M | -65.8% | +6.7% | -72.5% | -67.7% |
| YTD | -29.5% | +11.3% | -40.8% | -35.7% |
| 1Y | +11.7% | +20.2% | -8.4% | -3.5% |
| 3Y | +540.6% | +103.8% | +436.8% | +316.6% |
| 5Y | +32.9% | +60.9% | -28.0% | -5.7% |
| All | +32.9% | +61.4% | -28.5% | -5.7% |
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