+95.6%
DG vs MTB
+172.9%
-77.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | +2.4% | -4.6% | +7.0% | +3.0% |
| 3M | +12.4% | +7.4% | +5.0% | +11.4% |
| 6M | -14.9% | +18.7% | -33.6% | -16.8% |
| YTD | -6.1% | +21.1% | -27.1% | -8.5% |
| 1Y | +17.9% | +24.1% | -6.2% | +14.4% |
| 3Y | +3.1% | +115.3% | -112.2% | -8.3% |
| 5Y | -38.7% | +106.0% | -144.7% | -45.7% |
| All | +95.6% | +172.9% | -77.3% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling