+79.2%
PR vs MTB
+21.0%
+58.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.3% |
| 7D | +6.0% | +1.5% | +4.4% | +6.1% |
| 30D | -4.2% | +2.3% | -6.5% | -4.0% |
| 3M | +10.0% | -12.1% | +22.1% | +9.5% |
| 6M | +15.6% | +9.8% | +5.8% | +13.6% |
| YTD | +68.2% | +12.0% | +56.2% | +63.0% |
| 1Y | +79.2% | +22.0% | +57.2% | +70.8% |
| All | +79.2% | +21.0% | +58.2% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling