+103.3%
MTB vs DAR
-8.5%
+111.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.3% |
| 7D | +2.8% | -0.9% | +3.6% | +2.9% |
| 30D | -4.2% | +13.0% | -17.1% | -7.3% |
| 3M | +7.8% | +15.0% | -7.2% | +3.4% |
| 6M | +14.8% | +26.8% | -12.0% | +6.8% |
| YTD | +20.8% | +86.4% | -65.6% | +1.0% |
| 1Y | +23.1% | +115.1% | -92.0% | -1.9% |
| 3Y | +114.8% | +14.6% | +100.2% | +100.0% |
| 5Y | +103.3% | -8.8% | +112.1% | +95.2% |
| All | +103.3% | -8.5% | +111.8% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling