+25.4%
EL vs MTB
+20.0%
+5.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -2.0% | +2.2% | +1.0% |
| 30D | +12.3% | +0.1% | +12.1% | +12.2% |
| 3M | +28.4% | -12.1% | +40.5% | +33.9% |
| 6M | +36.7% | +7.3% | +29.4% | +30.5% |
| YTD | +8.4% | +11.5% | -3.1% | -1.8% |
| 1Y | +25.4% | +21.3% | +4.1% | +6.9% |
| All | +25.4% | +20.0% | +5.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling