+6,954.3%
DRI vs MTB
+3,015.9%
+3,938.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.2% | +2.8% | -4.0% | -2.4% |
| 30D | -0.4% | -4.2% | +3.8% | +1.4% |
| 3M | +9.5% | +7.8% | +1.7% | +5.9% |
| 6M | +6.5% | +14.8% | -8.4% | 0.0% |
| YTD | +18.4% | +20.8% | -2.4% | +8.7% |
| 1Y | +4.2% | +23.1% | -18.9% | -5.4% |
| 3Y | +57.1% | +114.8% | -57.7% | +9.2% |
| 5Y | +70.4% | +103.3% | -32.9% | +16.5% |
| 10Y | +354.0% | +173.0% | +181.1% | +167.7% |
| All | +6,954.3% | +3,015.9% | +3,938.4% | +2,506.5% |
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