+125.1%
PM vs MTB
+102.5%
+22.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | -2.6% | -4.2% | +1.6% | -1.9% |
| 3M | +5.8% | +7.8% | -2.0% | +4.5% |
| 6M | +10.6% | +14.8% | -4.3% | +8.1% |
| YTD | +17.2% | +20.8% | -3.6% | +13.5% |
| 1Y | +17.6% | +23.1% | -5.5% | +13.5% |
| 3Y | +124.3% | +114.8% | +9.4% | +89.6% |
| 5Y | +125.1% | +103.3% | +21.8% | +86.5% |
| All | +125.1% | +102.5% | +22.6% | +86.5% |
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