-12.4%
EW vs MTB
+65.9%
-78.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.7% |
| 3M | +13.0% | -11.6% | +24.6% | +15.7% |
| 6M | +30.1% | +5.4% | +24.7% | +28.4% |
| YTD | +22.0% | +11.7% | +10.3% | +18.7% |
| 1Y | +23.7% | +20.5% | +3.2% | +18.4% |
| 3Y | +62.0% | +104.5% | -42.5% | +34.8% |
| 5Y | -12.4% | +65.1% | -77.5% | -24.0% |
| All | -12.4% | +65.9% | -78.3% | -24.0% |
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