+99.6%
PSX vs MTB
+23.4%
+76.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.5% | +1.7% | +2.8% | +4.3% |
| 30D | +26.6% | -4.2% | +30.8% | +27.2% |
| 3M | +39.3% | +8.9% | +30.4% | +37.3% |
| 6M | +56.8% | +10.9% | +45.9% | +55.5% |
| YTD | +101.8% | +21.5% | +80.3% | +89.8% |
| 1Y | +99.6% | +21.9% | +77.7% | +83.0% |
| All | +99.6% | +23.4% | +76.2% | +83.0% |
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 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