+6,438.2%
EW vs MTB
+975.0%
+5,463.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.3% | +1.7% | -2.1% | -0.8% |
| 30D | +1.0% | -4.2% | +5.2% | +2.0% |
| 3M | +2.8% | +8.9% | -6.1% | +0.7% |
| 6M | +5.5% | +10.9% | -5.4% | +2.8% |
| YTD | +5.5% | +21.5% | -16.0% | +0.4% |
| 1Y | +11.0% | +21.9% | -10.9% | +5.5% |
| 3Y | +17.7% | +109.2% | -91.5% | -3.2% |
| 5Y | -25.7% | +102.0% | -127.7% | -39.7% |
| 10Y | +132.8% | +171.9% | -39.1% | +67.8% |
| All | +6,438.2% | +975.0% | +5,463.2% | +3,012.4% |
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