+78.2%
ECL vs MTB
+106.3%
-28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.9% | +1.5% | +1.3% | +2.5% |
| 30D | +7.5% | +2.3% | +5.1% | +7.0% |
| 3M | +12.2% | -12.1% | +24.4% | +15.3% |
| 6M | +24.6% | +9.8% | +14.8% | +22.3% |
| YTD | +18.8% | +12.0% | +6.8% | +16.2% |
| 1Y | +19.3% | +22.0% | -2.7% | +15.1% |
| 3Y | +78.2% | +107.6% | -29.4% | +63.3% |
| All | +78.2% | +106.3% | -28.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling