-28.4%
DT vs MTB
+103.4%
-131.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +24.1% | +6.3% | +17.9% | +21.6% |
| 6M | +30.1% | +15.6% | +14.5% | +23.9% |
| YTD | +16.8% | +20.6% | -3.8% | +9.3% |
| 1Y | -0.1% | +22.5% | -22.6% | -7.1% |
| 3Y | +6.8% | +114.4% | -107.6% | -17.8% |
| 5Y | -28.4% | +101.9% | -130.3% | -41.9% |
| All | -28.4% | +103.4% | -131.8% | -41.9% |
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