+1,458.7%
ET vs MTB
+314.3%
+1,144.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | +7.5% | -4.2% | +11.7% | +8.9% |
| 3M | +11.4% | +8.9% | +2.5% | +8.1% |
| 6M | +18.5% | +10.9% | +7.7% | +14.0% |
| YTD | +37.4% | +21.5% | +15.9% | +27.8% |
| 1Y | +30.9% | +21.9% | +9.0% | +21.4% |
| 3Y | +98.7% | +109.2% | -10.5% | +50.7% |
| 5Y | +230.7% | +102.0% | +128.7% | +146.7% |
| 10Y | +175.6% | +171.9% | +3.7% | +84.2% |
| All | +1,458.7% | +314.3% | +1,144.4% | +758.7% |
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