-1.9%
POET vs MTB
+104.1%
-106.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -10.4% | -4.8% | -5.6% | -8.9% |
| 3M | -29.3% | +6.0% | -35.3% | -31.0% |
| 6M | +6.9% | +19.6% | -12.8% | -1.4% |
| YTD | +25.6% | +21.5% | +4.1% | +15.4% |
| 1Y | +49.2% | +24.7% | +24.5% | +36.3% |
| 3Y | +128.4% | +108.6% | +19.9% | +82.0% |
| All | -1.9% | +104.1% | -106.0% | -26.0% |
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