+211.8%
PM vs MTB
+172.8%
+39.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -0.2% | -4.6% | +4.5% | +0.9% |
| 3M | +4.9% | +6.3% | -1.3% | +3.4% |
| 6M | +9.0% | +15.6% | -6.6% | +5.4% |
| YTD | +17.8% | +20.6% | -2.8% | +12.6% |
| 1Y | +16.8% | +22.5% | -5.7% | +11.1% |
| 3Y | +125.4% | +114.4% | +11.0% | +82.7% |
| 5Y | +128.7% | +101.9% | +26.8% | +83.3% |
| 10Y | +211.8% | +170.4% | +41.4% | +139.1% |
| All | +211.8% | +172.8% | +39.0% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling