+242.8%
EQIX vs MTB
+781.1%
-538.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +4.1% | +1.5% | +2.5% | +3.5% |
| 30D | +5.8% | +2.3% | +3.5% | +5.0% |
| 3M | -1.4% | -12.1% | +10.7% | +2.8% |
| 6M | -1.2% | +9.8% | -11.0% | -4.5% |
| YTD | +39.6% | +12.0% | +27.6% | +33.6% |
| 1Y | +36.8% | +22.0% | +14.8% | +27.1% |
| 3Y | +47.3% | +107.6% | -60.4% | +11.7% |
| 5Y | +50.1% | +61.9% | -11.7% | +19.8% |
| 10Y | +293.3% | +116.3% | +177.0% | +144.4% |
| All | +242.8% | +781.1% | -538.3% | -1.9% |
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 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