-16.9%
POET vs MTB
+458.7%
-475.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +17.0% | +2.8% | +14.3% | +16.3% |
| 30D | -6.7% | -4.2% | -2.6% | -5.8% |
| 3M | -32.3% | +7.8% | -40.1% | -33.7% |
| 6M | +32.3% | +14.8% | +17.5% | +26.9% |
| YTD | +31.3% | +20.8% | +10.5% | +24.6% |
| 1Y | +55.3% | +23.1% | +32.2% | +47.4% |
| 3Y | +136.8% | +114.8% | +21.9% | +97.9% |
| 5Y | -2.2% | +103.3% | -105.5% | -18.7% |
| 10Y | +34.0% | +173.0% | -138.9% | +2.9% |
| All | -16.9% | +458.7% | -475.6% | -39.1% |
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 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