+115.4%
MTB vs DAR
+290.1%
-174.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.9% |
| 7D | -2.0% | +3.6% | -5.6% | -3.2% |
| 30D | +0.1% | -11.3% | +11.4% | +3.9% |
| 3M | -12.1% | -13.1% | +1.0% | -8.6% |
| 6M | +7.3% | -15.1% | +22.4% | +11.7% |
| YTD | +11.5% | +50.5% | -39.0% | -6.1% |
| 1Y | +21.3% | +57.9% | -36.6% | 0.0% |
| 3Y | +104.1% | +28.9% | +75.2% | +71.0% |
| 5Y | +61.8% | -31.4% | +93.3% | +67.0% |
| 10Y | +115.4% | +301.0% | -185.6% | +4.9% |
| All | +115.4% | +290.1% | -174.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling