+16.4%
DOV vs MTB
+103.4%
-87.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.3% | +1.1% | +0.3% | +0.9% |
| 30D | -8.6% | -4.6% | -4.0% | -6.8% |
| 3M | -13.1% | +6.3% | -19.4% | -15.4% |
| 6M | -8.8% | +15.6% | -24.4% | -14.4% |
| YTD | -1.2% | +20.6% | -21.8% | -8.9% |
| 1Y | +10.7% | +22.5% | -11.8% | +1.2% |
| 3Y | +39.3% | +114.4% | -75.2% | +2.0% |
| 5Y | +16.4% | +101.9% | -85.5% | -12.1% |
| All | +16.4% | +103.4% | -87.0% | -12.1% |
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