+62.0%
EW vs MTB
+105.4%
-43.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +9.3% | -0.7% | +9.9% | +9.4% |
| 30D | +22.1% | +1.4% | +20.6% | +21.8% |
| 3M | +13.0% | -11.6% | +24.6% | +15.1% |
| 6M | +30.1% | +5.4% | +24.7% | +28.7% |
| YTD | +22.0% | +11.7% | +10.3% | +19.3% |
| 1Y | +23.7% | +20.5% | +3.2% | +19.4% |
| 3Y | +62.0% | +104.5% | -42.5% | +39.6% |
| All | +62.0% | +105.4% | -43.4% | +39.6% |
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