+99.6%
DE vs MTB
+104.1%
-4.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +9.0% | -4.8% | +13.8% | +11.0% |
| 3M | +19.1% | +6.0% | +13.2% | +16.5% |
| 6M | +14.4% | +19.6% | -5.2% | +7.0% |
| YTD | +45.9% | +21.5% | +24.5% | +35.6% |
| 1Y | +43.6% | +24.7% | +18.9% | +31.9% |
| 3Y | +75.9% | +108.6% | -32.7% | +32.7% |
| All | +99.6% | +104.1% | -4.5% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling