+117.6%
DT vs MTB
+84.1%
+33.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.3% | +1.7% | -5.0% | -3.7% |
| 30D | +2.0% | -4.2% | +6.2% | +3.1% |
| 3M | +20.0% | +8.9% | +11.1% | +17.3% |
| 6M | +39.3% | +10.9% | +28.4% | +35.2% |
| YTD | +19.8% | +21.5% | -1.7% | +13.3% |
| 1Y | +4.3% | +21.9% | -17.6% | -1.5% |
| 3Y | +7.7% | +109.2% | -101.5% | -11.9% |
| 5Y | -26.8% | +102.0% | -128.8% | -39.8% |
| All | +117.6% | +84.1% | +33.5% | +82.9% |
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 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