+20.5%
DOV vs MTB
+27.0%
-6.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.1% |
| 7D | +2.2% | +2.0% | +0.2% | +1.1% |
| 30D | +11.2% | +2.9% | +8.2% | +9.3% |
| 3M | +1.6% | -10.7% | +12.2% | +8.4% |
| 6M | -3.2% | +6.3% | -9.6% | -7.5% |
| YTD | +9.7% | +13.8% | -4.1% | -1.5% |
| 1Y | +20.5% | +27.7% | -7.2% | +0.4% |
| All | +20.5% | +27.0% | -6.4% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling