+96.8%
ET vs MTB
+118.5%
-21.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.4% | +2.8% | -2.3% | -0.3% |
| 30D | +6.9% | -4.2% | +11.0% | +8.0% |
| 3M | +13.1% | +7.8% | +5.3% | +10.7% |
| 6M | +18.7% | +14.8% | +3.9% | +14.1% |
| YTD | +37.4% | +20.8% | +16.7% | +29.8% |
| 1Y | +34.8% | +23.1% | +11.7% | +26.4% |
| 3Y | +96.8% | +114.8% | -18.0% | +59.0% |
| All | +96.8% | +118.5% | -21.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling