+9,431.7%
DGX vs MTB
+1,675.4%
+7,756.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -0.9% |
| 30D | -1.2% | -4.2% | +3.0% | -0.3% |
| 3M | +19.9% | +7.8% | +12.1% | +17.7% |
| 6M | +19.2% | +14.8% | +4.4% | +15.2% |
| YTD | +37.5% | +20.8% | +16.7% | +31.1% |
| 1Y | +31.3% | +23.1% | +8.2% | +24.5% |
| 3Y | +96.6% | +114.8% | -18.2% | +60.8% |
| 5Y | +64.3% | +103.3% | -39.0% | +32.7% |
| 10Y | +241.1% | +173.0% | +68.2% | +139.3% |
| All | +9,431.7% | +1,675.4% | +7,756.3% | +3,142.3% |
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