+2,852.6%
MTB vs DAR
+1,448.0%
+1,404.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.6% |
| 7D | -2.0% | +3.6% | -5.6% | -2.3% |
| 30D | +0.1% | -11.3% | +11.4% | +1.0% |
| 3M | -12.1% | -13.1% | +1.0% | -11.2% |
| 6M | +7.3% | -15.1% | +22.4% | +8.4% |
| YTD | +11.5% | +50.5% | -39.0% | +7.4% |
| 1Y | +21.3% | +57.9% | -36.6% | +16.3% |
| 3Y | +104.1% | +28.9% | +75.2% | +97.1% |
| 5Y | +61.8% | -31.4% | +93.3% | +63.1% |
| 10Y | +115.4% | +301.0% | -185.6% | +92.9% |
| All | +2,852.6% | +1,448.0% | +1,404.6% | +2,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling