+60.0%
DLR vs MTB
+118.5%
-58.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +3.4% | +2.8% | +0.6% | +2.8% |
| 30D | -2.2% | -4.2% | +2.0% | -1.3% |
| 3M | +4.7% | +7.8% | -3.1% | +2.9% |
| 6M | +9.0% | +14.8% | -5.8% | +5.7% |
| YTD | +24.1% | +20.8% | +3.4% | +18.7% |
| 1Y | +20.9% | +23.1% | -2.2% | +15.0% |
| 3Y | +60.0% | +114.8% | -54.8% | +28.8% |
| All | +60.0% | +118.5% | -58.5% | +28.8% |
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