+583.4%
DG vs MTB
+519.0%
+64.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.4% | +1.7% | +6.7% | +8.1% |
| 30D | +4.9% | -4.2% | +9.1% | +5.6% |
| 3M | +29.3% | +8.9% | +20.5% | +27.6% |
| 6M | -11.3% | +10.9% | -22.1% | -12.8% |
| YTD | +1.8% | +21.5% | -19.7% | -1.5% |
| 1Y | +25.3% | +21.9% | +3.4% | +21.2% |
| 3Y | +9.1% | +109.2% | -100.2% | -5.0% |
| 5Y | -34.9% | +102.0% | -136.8% | -43.9% |
| 10Y | +108.2% | +171.9% | -63.8% | +60.2% |
| All | +583.4% | +519.0% | +64.4% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling