+34.1%
ET vs MTB
+22.5%
+11.5%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.4% |
| 30D | +4.6% | -4.6% | +9.2% | +4.7% |
| 3M | +16.0% | +7.4% | +8.6% | +16.0% |
| 6M | +22.8% | +18.7% | +4.1% | +22.5% |
| YTD | +38.9% | +21.1% | +17.8% | +38.0% |
| 1Y | +34.1% | +24.1% | +10.0% | +33.0% |
| All | +34.1% | +22.5% | +11.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling