+93.5%
DGX vs MTB
+113.5%
-20.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.9% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -2.7% | -4.6% | +1.9% | -2.1% |
| 3M | +13.9% | +7.4% | +6.5% | +12.5% |
| 6M | +16.0% | +18.7% | -2.7% | +13.0% |
| YTD | +34.9% | +21.1% | +13.9% | +30.7% |
| 1Y | +30.6% | +24.1% | +6.5% | +25.9% |
| All | +93.5% | +113.5% | -20.0% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling