+118.4%
POET vs MTB
+113.5%
+4.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | +3.7% | -0.4% | +4.1% | +3.8% |
| 30D | -11.5% | -4.6% | -6.9% | -9.8% |
| 3M | -30.8% | +7.4% | -38.2% | -33.4% |
| 6M | +8.6% | +18.7% | -10.1% | -2.4% |
| YTD | +20.1% | +21.1% | -1.0% | +7.0% |
| 1Y | +35.7% | +24.1% | +11.6% | +19.7% |
| All | +118.4% | +113.5% | +4.9% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling