+58.1%
EBAY vs MTB
+101.1%
-43.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -0.6% | -4.6% | +4.0% | +0.7% |
| 3M | -1.0% | +7.4% | -8.4% | -3.3% |
| 6M | +16.3% | +18.7% | -2.4% | +10.0% |
| YTD | +21.7% | +21.1% | +0.6% | +14.3% |
| 1Y | +16.5% | +24.1% | -7.6% | +8.4% |
| 3Y | +154.2% | +115.3% | +38.8% | +88.6% |
| 5Y | +58.1% | +106.0% | -48.0% | +20.8% |
| All | +58.1% | +101.1% | -43.0% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling