+192.2%
EWT vs MTB
+113.5%
+78.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +4.8% | -4.6% | +9.4% | +6.0% |
| 3M | +11.1% | +7.4% | +3.7% | +8.9% |
| 6M | +54.6% | +18.7% | +36.0% | +47.4% |
| YTD | +71.4% | +21.1% | +50.4% | +62.3% |
| 1Y | +82.1% | +24.1% | +58.0% | +71.0% |
| All | +192.2% | +113.5% | +78.7% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling