+1,710.0%
EL vs MTB
+2,283.9%
-573.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.5% | +1.5% | 0.0% | +1.0% |
| 30D | +10.0% | +2.3% | +7.7% | +9.1% |
| 3M | +28.4% | -12.1% | +40.5% | +34.0% |
| 6M | +37.1% | +9.8% | +27.2% | +32.3% |
| YTD | +7.8% | +12.0% | -4.2% | +3.1% |
| 1Y | +26.0% | +22.0% | +4.0% | +17.0% |
| 3Y | +3.8% | +107.6% | -103.8% | -20.0% |
| 5Y | -65.2% | +61.9% | -127.0% | -71.3% |
| 10Y | +62.1% | +116.3% | -54.2% | +13.3% |
| All | +1,710.0% | +2,283.9% | -573.9% | +487.7% |
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