+63.0%
EL vs MTB
+119.7%
-56.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -2.0% | +2.2% | +1.1% |
| 30D | +12.3% | +0.1% | +12.1% | +12.2% |
| 3M | +28.4% | -12.1% | +40.5% | +34.7% |
| 6M | +36.7% | +7.3% | +29.4% | +32.6% |
| YTD | +8.4% | +11.5% | -3.1% | +3.2% |
| 1Y | +25.4% | +21.3% | +4.1% | +15.5% |
| 3Y | +3.4% | +104.1% | -100.7% | -22.3% |
| 5Y | -64.8% | +61.8% | -126.6% | -71.6% |
| 10Y | +63.0% | +115.4% | -52.4% | +17.1% |
| All | +63.0% | +119.7% | -56.8% | +17.1% |
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