+2,865.1%
MTB vs DAR
+1,499.7%
+1,365.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +1.5% | +11.6% | -10.0% | +0.6% |
| 30D | +2.3% | -10.2% | +12.6% | +3.2% |
| 3M | -12.1% | -14.8% | +2.7% | -11.1% |
| 6M | +9.8% | -10.1% | +19.9% | +10.4% |
| YTD | +12.0% | +55.5% | -43.5% | +7.6% |
| 1Y | +22.0% | +61.7% | -39.6% | +16.8% |
| 3Y | +107.6% | +37.2% | +70.4% | +99.4% |
| 5Y | +61.9% | -26.9% | +88.8% | +62.3% |
| 10Y | +116.3% | +314.4% | -198.1% | +93.2% |
| All | +2,865.1% | +1,499.7% | +1,365.3% | +2,569.0% |
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