+1,243.3%
ES vs MTB
+8,294.1%
-7,050.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 6M | -3.5% | +10.9% | -14.4% | -5.5% |
| YTD | +7.9% | +21.5% | -13.6% | +3.7% |
| 1Y | +17.2% | +21.9% | -4.8% | +12.4% |
| 3Y | +29.3% | +109.2% | -79.9% | +10.9% |
| 5Y | -5.7% | +102.0% | -107.7% | -20.3% |
| 10Y | +85.2% | +171.9% | -86.7% | +40.8% |
| All | +1,243.3% | +8,294.1% | -7,050.8% | +556.9% |
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