+1,332.0%
ET vs MTB
+281.9%
+1,050.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.5% | +1.5% | +1.0% | +2.0% |
| 30D | -2.5% | +2.3% | -4.8% | -3.3% |
| 3M | -4.9% | -12.1% | +7.3% | -0.9% |
| 6M | -0.1% | +9.8% | -9.9% | -3.6% |
| YTD | +26.2% | +12.0% | +14.2% | +20.5% |
| 1Y | +25.2% | +22.0% | +3.1% | +15.9% |
| 3Y | +84.2% | +107.6% | -23.4% | +40.3% |
| 5Y | +216.1% | +61.9% | +154.2% | +154.0% |
| 10Y | +160.7% | +116.3% | +44.4% | +85.6% |
| All | +1,332.0% | +281.9% | +1,050.1% | +709.1% |
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