+97.9%
EWT vs MTB
+23.4%
+74.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.0% | +1.7% | +2.2% | +3.7% |
| 30D | +10.3% | -4.2% | +14.5% | +11.1% |
| 3M | +6.1% | +8.9% | -2.8% | +4.0% |
| 6M | +56.6% | +10.9% | +45.8% | +51.7% |
| YTD | +76.6% | +21.5% | +55.1% | +67.1% |
| 1Y | +97.9% | +21.9% | +75.9% | +79.6% |
| All | +97.9% | +23.4% | +74.5% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling