+251.1%
EQX vs MTB
+114.8%
+136.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +1.7% | +1.1% | +0.7% | +1.7% |
| 30D | +11.1% | -4.6% | +15.7% | +11.2% |
| 3M | +23.1% | +6.3% | +16.8% | +22.8% |
| 6M | -21.8% | +15.6% | -37.4% | -22.2% |
| YTD | -8.1% | +20.6% | -28.6% | -8.7% |
| 1Y | +29.7% | +22.5% | +7.2% | +28.8% |
| 3Y | +179.9% | +114.4% | +65.5% | +170.1% |
| 5Y | +82.5% | +101.9% | -19.4% | +79.6% |
| All | +251.1% | +114.8% | +136.3% | +278.6% |
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