+69.9%
PR vs MTB
+97.1%
-27.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.9% |
| 7D | -16.5% | -1.9% | -14.6% | -15.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.9% |
| 3M | +8.5% | -12.2% | +20.7% | +14.8% |
| 6M | -3.3% | +3.4% | -6.7% | -6.3% |
| YTD | +55.7% | +11.3% | +44.4% | +43.6% |
| 1Y | +82.0% | +23.3% | +58.7% | +58.0% |
| All | +69.9% | +97.1% | -27.2% | +17.9% |
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