+169.2%
MTB vs DAR
+375.1%
-205.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -0.4% | +0.9% | -1.4% | -0.8% |
| 30D | -4.6% | +6.4% | -11.0% | -7.0% |
| 3M | +7.4% | +13.2% | -5.8% | +1.9% |
| 6M | +18.7% | +26.2% | -7.5% | +7.7% |
| YTD | +21.1% | +84.4% | -63.3% | -4.4% |
| 1Y | +24.1% | +112.0% | -88.0% | -8.0% |
| 3Y | +115.3% | +13.4% | +102.0% | +93.3% |
| 5Y | +106.0% | -6.0% | +112.0% | +88.6% |
| All | +169.2% | +375.1% | -205.9% | +23.7% |
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