-29.4%
EW vs MTB
+102.5%
-131.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.4% |
| 7D | -4.4% | +2.8% | -7.2% | -4.9% |
| 30D | -3.3% | -4.2% | +0.8% | -2.6% |
| 3M | +1.0% | +7.8% | -6.8% | -0.5% |
| 6M | +6.2% | +14.8% | -8.6% | +3.2% |
| YTD | +1.7% | +20.8% | -19.1% | -2.2% |
| 1Y | +8.1% | +23.1% | -15.0% | +3.4% |
| 3Y | +17.1% | +114.8% | -97.7% | -2.0% |
| 5Y | -29.4% | +103.3% | -132.6% | -36.8% |
| All | -29.4% | +102.5% | -131.8% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling