+238.8%
EQX vs MTB
+116.4%
+122.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +7.8% | -4.8% | +12.6% | +7.9% |
| 3M | +21.3% | +6.0% | +15.4% | +21.1% |
| 6M | -22.4% | +19.6% | -42.0% | -22.8% |
| YTD | -11.3% | +21.5% | -32.8% | -11.9% |
| 1Y | +13.5% | +24.7% | -11.2% | +12.7% |
| 3Y | +162.1% | +108.6% | +53.6% | +153.2% |
| 5Y | +84.2% | +106.7% | -22.5% | +81.3% |
| All | +238.8% | +116.4% | +122.4% | +265.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling