+3,595.6%
DLR vs MTB
+341.6%
+3,254.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.6% | +1.7% | -0.2% | +0.9% |
| 30D | -3.4% | -4.2% | +0.8% | -1.8% |
| 3M | +0.5% | +8.9% | -8.4% | -2.8% |
| 6M | +4.6% | +10.9% | -6.3% | +0.3% |
| YTD | +23.4% | +21.5% | +1.9% | +13.9% |
| 1Y | +19.0% | +21.9% | -2.9% | +9.4% |
| 3Y | +56.5% | +109.2% | -52.7% | +12.8% |
| 5Y | +33.3% | +102.0% | -68.6% | -7.1% |
| 10Y | +165.1% | +171.9% | -6.8% | +34.3% |
| All | +3,595.6% | +341.6% | +3,254.1% | +1,011.7% |
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