-38.5%
DG vs MTB
+103.4%
-141.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -4.8% | +1.1% | -5.9% | -5.0% |
| 30D | +1.8% | -4.6% | +6.4% | +2.4% |
| 3M | +14.5% | +6.3% | +8.2% | +13.6% |
| 6M | -13.6% | +15.6% | -29.2% | -15.1% |
| YTD | -4.8% | +20.6% | -25.4% | -7.2% |
| 1Y | +21.6% | +22.5% | -1.0% | +18.3% |
| 3Y | +4.5% | +114.4% | -110.0% | -8.1% |
| 5Y | -38.5% | +101.9% | -140.4% | -44.2% |
| All | -38.5% | +103.4% | -141.9% | -44.2% |
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