+4.3%
DT vs MTB
+112.6%
-108.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +0.1% | -4.6% | +4.7% | +1.3% |
| 3M | +24.1% | +6.3% | +17.9% | +21.8% |
| 6M | +30.1% | +15.6% | +14.5% | +24.2% |
| YTD | +16.8% | +20.6% | -3.8% | +9.4% |
| 1Y | -0.1% | +22.5% | -22.6% | -7.0% |
| All | +4.3% | +112.6% | -108.2% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling