+132.0%
MTB vs DOC
+15.7%
+116.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -1.3% | +6.5% | -7.8% | -4.1% |
| 30D | +0.5% | +9.2% | -8.6% | -3.5% |
| 3M | -12.4% | -2.5% | -9.9% | -11.7% |
| 6M | +1.5% | +7.1% | -5.6% | -2.1% |
| YTD | +10.3% | +33.0% | -22.7% | -5.3% |
| 1Y | +22.2% | +23.3% | -1.1% | +8.6% |
| 3Y | +96.9% | +44.9% | +52.0% | +58.3% |
| 5Y | +64.3% | -21.6% | +85.9% | +75.5% |
| All | +132.0% | +15.7% | +116.3% | +112.6% |
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