-2.0%
ELV vs MTB
+114.2%
-116.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +5.4% | -4.8% | +10.2% | +5.7% |
| 3M | +5.4% | +6.0% | -0.6% | +4.9% |
| 6M | +45.7% | +19.6% | +26.1% | +44.0% |
| YTD | +21.2% | +21.5% | -0.3% | +19.6% |
| 1Y | +35.6% | +24.7% | +10.9% | +33.7% |
| 3Y | -2.0% | +108.6% | -110.6% | -10.1% |
| All | -2.0% | +114.2% | -116.2% | -10.1% |
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 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