+42.1%
DLR vs MTB
+103.4%
-61.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | -1.2% | -4.6% | +3.5% | -0.1% |
| 3M | +2.9% | +6.3% | -3.3% | +1.5% |
| 6M | +6.7% | +15.6% | -8.9% | +3.2% |
| YTD | +23.9% | +20.6% | +3.3% | +18.4% |
| 1Y | +18.6% | +22.5% | -3.9% | +12.8% |
| 3Y | +59.7% | +114.4% | -54.8% | +31.1% |
| 5Y | +42.1% | +101.9% | -59.8% | +26.0% |
| All | +42.1% | +103.4% | -61.4% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling