+134.1%
MTB vs DOC
+14.9%
+119.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -1.9% | +6.2% | -8.1% | -4.6% |
| 30D | +0.5% | +6.5% | -6.0% | -2.4% |
| 3M | -12.2% | -6.2% | -6.0% | -9.9% |
| 6M | +3.4% | +25.6% | -22.2% | -8.1% |
| YTD | +11.3% | +32.1% | -20.8% | -4.1% |
| 1Y | +23.3% | +20.3% | +3.0% | +10.9% |
| 3Y | +96.8% | +42.7% | +54.0% | +59.3% |
| 5Y | +65.8% | -22.2% | +88.0% | +77.7% |
| All | +134.1% | +14.9% | +119.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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