+173.8%
ET vs MTB
+173.8%
-0.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +2.9% | -4.8% | +7.7% | +4.9% |
| 3M | +16.8% | +6.0% | +10.8% | +13.7% |
| 6M | +18.9% | +19.6% | -0.7% | +9.5% |
| YTD | +37.7% | +21.5% | +16.2% | +25.5% |
| 1Y | +32.4% | +24.7% | +7.7% | +18.9% |
| 3Y | +99.5% | +108.6% | -9.1% | +38.6% |
| 5Y | +244.0% | +106.7% | +137.2% | +126.2% |
| All | +173.8% | +173.8% | -0.1% | +18.2% |
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