+66.6%
MTB vs EQH
+230.1%
-163.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -0.4% | -1.8% | +1.3% | +0.6% |
| 30D | -4.6% | +2.4% | -7.0% | -6.2% |
| 3M | +7.4% | +26.3% | -18.9% | -8.1% |
| 6M | +18.7% | +35.8% | -17.1% | -4.1% |
| YTD | +21.1% | +12.7% | +8.4% | +9.4% |
| 1Y | +24.1% | +2.5% | +21.6% | +18.4% |
| 3Y | +115.3% | +98.6% | +16.7% | +29.9% |
| 5Y | +106.0% | +101.7% | +4.3% | +19.5% |
| All | +66.6% | +230.1% | -163.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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