+3,116.1%
MTB vs DAR
+1,762.6%
+1,353.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.7% | +1.4% | +0.4% | +1.6% |
| 30D | -4.2% | +12.8% | -17.0% | -5.2% |
| 3M | +8.9% | +7.4% | +1.5% | +8.0% |
| 6M | +10.9% | +22.3% | -11.4% | +8.8% |
| YTD | +21.5% | +81.1% | -59.6% | +15.3% |
| 1Y | +21.9% | +106.5% | -84.6% | +14.3% |
| 3Y | +109.2% | +5.3% | +104.0% | +105.3% |
| 5Y | +102.0% | -11.5% | +113.5% | +99.6% |
| 10Y | +171.9% | +353.3% | -181.4% | +140.9% |
| All | +3,116.1% | +1,762.6% | +1,353.5% | +2,762.3% |
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