+2,419.4%
ELV vs MTB
+611.8%
+1,807.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +3.3% | +1.7% | +1.6% | +2.8% |
| 30D | +4.2% | -4.2% | +8.3% | +5.4% |
| 3M | -0.1% | +8.9% | -8.9% | -2.7% |
| 6M | +41.3% | +10.9% | +30.4% | +36.6% |
| YTD | +17.4% | +21.5% | -4.0% | +10.4% |
| 1Y | +35.1% | +21.9% | +13.1% | +26.5% |
| 3Y | -3.2% | +109.2% | -112.5% | -25.4% |
| 5Y | +15.6% | +102.0% | -86.4% | -12.8% |
| 10Y | +276.8% | +171.9% | +104.8% | +145.4% |
| All | +2,419.4% | +611.8% | +1,807.5% | +1,098.2% |
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