+590.1%
EWT vs MTB
+1,005.1%
-415.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +1.6% | +2.8% | -1.1% | +0.7% |
| 30D | +8.2% | -4.2% | +12.4% | +9.7% |
| 3M | +11.1% | +7.8% | +3.3% | +8.1% |
| 6M | +60.4% | +14.8% | +45.6% | +52.7% |
| YTD | +75.6% | +20.8% | +54.8% | +64.1% |
| 1Y | +91.3% | +23.1% | +68.2% | +77.4% |
| 3Y | +200.3% | +114.8% | +85.5% | +126.3% |
| 5Y | +156.4% | +103.3% | +53.1% | +89.9% |
| 10Y | +495.8% | +173.0% | +322.8% | +258.5% |
| All | +590.1% | +1,005.1% | -415.0% | +169.4% |
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