+3,033.3%
EQT vs MTB
+8,265.4%
-5,232.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | +1.1% | -4.6% | +5.7% | +2.6% |
| 3M | +4.8% | +7.4% | -2.6% | +2.1% |
| 6M | -10.6% | +18.7% | -29.3% | -16.0% |
| YTD | +3.4% | +21.1% | -17.6% | -3.7% |
| 1Y | +8.7% | +24.1% | -15.4% | +0.1% |
| 3Y | +35.0% | +115.3% | -80.4% | +1.5% |
| 5Y | +204.2% | +106.0% | +98.2% | +130.0% |
| 10Y | +52.5% | +171.6% | -119.1% | +0.7% |
| All | +3,033.3% | +8,265.4% | -5,232.0% | +1,247.0% |
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 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