-3.4%
ES vs MTB
+101.8%
-105.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | -2.0% | -4.2% | +2.2% | -1.2% |
| 3M | +1.7% | +8.9% | -7.2% | +0.1% |
| 6M | -3.5% | +10.9% | -14.4% | -5.4% |
| YTD | +7.9% | +21.5% | -13.6% | +3.9% |
| 1Y | +17.2% | +21.9% | -4.8% | +12.7% |
| 3Y | +29.3% | +109.2% | -79.9% | +11.3% |
| All | -3.4% | +101.8% | -105.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling