+12,781.7%
ECL vs MTB
+8,294.1%
+4,487.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | +1.7% | -4.3% | -3.2% |
| 30D | -2.2% | -4.2% | +2.0% | -0.9% |
| 3M | +10.1% | +8.9% | +1.2% | +7.1% |
| 6M | -5.7% | +10.9% | -16.6% | -8.9% |
| YTD | +7.0% | +21.5% | -14.5% | +0.2% |
| 1Y | +2.7% | +21.9% | -19.3% | -4.1% |
| 3Y | +57.7% | +109.2% | -51.5% | +20.4% |
| 5Y | +31.1% | +102.0% | -70.8% | -1.4% |
| 10Y | +150.9% | +171.9% | -21.1% | +62.5% |
| All | +12,781.7% | +8,294.1% | +4,487.6% | +3,707.5% |
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