+1,112.1%
PSX vs MTB
+319.7%
+792.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.5% | +1.7% | +2.8% | +3.5% |
| 30D | +26.6% | -4.2% | +30.8% | +29.6% |
| 3M | +39.3% | +8.9% | +30.4% | +32.2% |
| 6M | +56.8% | +10.9% | +45.9% | +46.1% |
| YTD | +101.8% | +21.5% | +80.3% | +78.1% |
| 1Y | +99.6% | +21.9% | +77.7% | +75.4% |
| 3Y | +140.3% | +109.2% | +31.1% | +51.3% |
| 5Y | +339.3% | +102.0% | +237.4% | +162.6% |
| 10Y | +369.9% | +171.9% | +197.9% | +116.0% |
| All | +1,112.1% | +319.7% | +792.4% | +298.9% |
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 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