+1,335.7%
ET vs MTB
+280.3%
+1,055.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.8% | -2.0% | +3.7% | +2.4% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | -4.7% | -12.1% | +7.4% | -0.7% |
| 6M | +2.7% | +7.3% | -4.6% | -0.1% |
| YTD | +26.5% | +11.5% | +15.0% | +20.9% |
| 1Y | +25.0% | +21.3% | +3.7% | +15.9% |
| 3Y | +85.4% | +104.1% | -18.8% | +42.0% |
| 5Y | +215.5% | +61.8% | +153.7% | +153.5% |
| 10Y | +161.3% | +115.4% | +45.9% | +86.4% |
| All | +1,335.7% | +280.3% | +1,055.4% | +712.3% |
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