-30.2%
EL vs MTB
+118.5%
-148.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +1.7% | +2.8% | -1.1% | +0.2% |
| 30D | +15.5% | -4.2% | +19.7% | +17.8% |
| 3M | +20.6% | +7.8% | +12.8% | +15.3% |
| 6M | +10.5% | +14.8% | -4.4% | +2.0% |
| YTD | -1.9% | +20.8% | -22.7% | -12.4% |
| 1Y | +16.1% | +23.1% | -7.0% | +2.3% |
| 3Y | -30.2% | +114.8% | -145.1% | -59.0% |
| All | -30.2% | +118.5% | -148.8% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling