+361.6%
PSX vs MTB
+115.1%
+246.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.4% |
| 7D | +7.8% | +1.5% | +6.3% | +6.9% |
| 30D | -10.9% | +2.3% | -13.2% | -12.2% |
| 3M | +14.5% | -12.1% | +26.6% | +22.6% |
| 6M | +56.1% | +9.8% | +46.3% | +46.6% |
| YTD | +109.6% | +12.0% | +97.6% | +92.8% |
| 1Y | +95.5% | +22.0% | +73.5% | +71.2% |
| 3Y | +156.2% | +107.6% | +48.6% | +61.9% |
| 5Y | +310.0% | +61.9% | +248.1% | +179.1% |
| All | +361.6% | +115.1% | +246.5% | +141.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling