+248.1%
DGX vs MTB
+173.8%
+74.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -1.2% | -4.8% | +3.6% | -0.3% |
| 3M | +15.8% | +6.0% | +9.8% | +14.4% |
| 6M | +18.2% | +19.6% | -1.4% | +14.1% |
| YTD | +37.2% | +21.5% | +15.7% | +31.9% |
| 1Y | +30.4% | +24.7% | +5.6% | +24.6% |
| 3Y | +96.7% | +108.6% | -11.9% | +68.2% |
| 5Y | +67.2% | +106.7% | -39.6% | +40.7% |
| All | +248.1% | +173.8% | +74.3% | +178.1% |
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