+7,595.3%
EW vs MTB
+887.0%
+6,708.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +6.5% | -2.0% | +8.5% | +7.0% |
| 30D | +22.5% | +0.1% | +22.3% | +22.5% |
| 3M | +13.0% | -12.1% | +25.1% | +16.3% |
| 6M | +37.1% | +7.3% | +29.8% | +34.6% |
| YTD | +24.1% | +11.5% | +12.6% | +20.5% |
| 1Y | +24.2% | +21.3% | +3.0% | +18.2% |
| 3Y | +64.8% | +104.1% | -39.3% | +36.4% |
| 5Y | -7.4% | +61.8% | -69.3% | -20.7% |
| 10Y | +248.8% | +115.4% | +133.4% | +164.8% |
| All | +7,595.3% | +887.0% | +6,708.3% | +3,633.4% |
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