+155.6%
ECL vs MTB
+172.8%
-17.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | -4.3% | -4.6% | +0.3% | -2.7% |
| 3M | +3.2% | +6.3% | -3.0% | +0.9% |
| 6M | -2.9% | +15.6% | -18.5% | -7.9% |
| YTD | +4.3% | +20.6% | -16.3% | -2.8% |
| 1Y | +1.6% | +22.5% | -20.9% | -5.9% |
| 3Y | +54.3% | +114.4% | -60.2% | +12.4% |
| 5Y | +26.5% | +101.9% | -75.4% | -9.0% |
| 10Y | +155.6% | +170.4% | -14.8% | +53.6% |
| All | +155.6% | +172.8% | -17.3% | +53.6% |
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