+28.1%
ECL vs MTB
+102.5%
-74.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.8% | +2.8% | -3.5% | -1.5% |
| 30D | -2.5% | -4.2% | +1.7% | -1.4% |
| 3M | +8.3% | +7.8% | +0.5% | +6.1% |
| 6M | -1.1% | +14.8% | -15.9% | -4.7% |
| YTD | +6.5% | +20.8% | -14.3% | +1.1% |
| 1Y | +2.1% | +23.1% | -21.0% | -3.7% |
| 3Y | +57.6% | +114.8% | -57.2% | +24.4% |
| 5Y | +28.1% | +103.3% | -75.2% | +5.7% |
| All | +28.1% | +102.5% | -74.4% | +5.7% |
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