+763.1%
PM vs MTB
+438.0%
+325.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.2% |
| 30D | -3.4% | -4.2% | +0.8% | -2.6% |
| 3M | +5.2% | +8.9% | -3.7% | +3.3% |
| 6M | +3.7% | +10.9% | -7.2% | +1.3% |
| YTD | +15.8% | +21.5% | -5.7% | +10.8% |
| 1Y | +17.4% | +21.9% | -4.5% | +12.1% |
| 3Y | +116.9% | +109.2% | +7.7% | +80.6% |
| 5Y | +117.3% | +102.0% | +15.3% | +78.7% |
| 10Y | +193.8% | +171.9% | +21.8% | +115.7% |
| All | +763.1% | +438.0% | +325.1% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling