+288.7%
DOV vs MTB
+172.9%
+115.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -9.9% | -4.6% | -5.3% | -7.9% |
| 3M | -12.1% | +7.4% | -19.5% | -15.1% |
| 6M | -10.4% | +18.7% | -29.1% | -17.3% |
| YTD | -3.3% | +21.1% | -24.4% | -11.7% |
| 1Y | +7.8% | +24.1% | -16.3% | -2.9% |
| 3Y | +36.3% | +115.3% | -79.0% | -5.7% |
| 5Y | +14.8% | +106.0% | -91.2% | -22.5% |
| All | +288.7% | +172.9% | +115.8% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling