+393.0%
EFA vs MTB
+514.3%
-121.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | +1.2% | +2.8% | -1.6% | +0.2% |
| 30D | -0.7% | -4.2% | +3.5% | +0.7% |
| 3M | +6.4% | +7.8% | -1.4% | +3.4% |
| 6M | +11.4% | +14.8% | -3.4% | +5.8% |
| YTD | +14.0% | +20.8% | -6.8% | +6.2% |
| 1Y | +20.2% | +23.1% | -2.9% | +11.0% |
| 3Y | +68.2% | +114.8% | -46.6% | +24.0% |
| 5Y | +54.8% | +103.3% | -48.5% | +12.2% |
| 10Y | +142.4% | +173.0% | -30.6% | +42.8% |
| All | +393.0% | +514.3% | -121.3% | +76.4% |
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