+314.1%
MTB vs EFV
+256.4%
+57.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +2.8% | +1.0% | +1.8% | +1.9% |
| 30D | -4.2% | +0.2% | -4.4% | -4.3% |
| 3M | +7.8% | +9.6% | -1.8% | -0.9% |
| 6M | +14.8% | +14.0% | +0.8% | +1.6% |
| YTD | +20.8% | +18.5% | +2.3% | +3.1% |
| 1Y | +23.1% | +27.9% | -4.8% | -1.9% |
| 3Y | +114.8% | +92.4% | +22.4% | +18.1% |
| 5Y | +103.3% | +97.2% | +6.1% | +10.0% |
| 10Y | +173.0% | +163.0% | +10.0% | +19.8% |
| All | +314.1% | +256.4% | +57.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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