+70.5%
MTB vs DOC
-22.8%
+93.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -2.0% | -0.1% |
| 7D | +2.0% | +8.7% | -6.7% | -1.5% |
| 30D | +2.9% | +7.6% | -4.7% | -0.3% |
| 3M | -10.7% | -5.3% | -5.4% | -8.9% |
| 6M | +6.3% | +27.6% | -21.3% | -5.5% |
| YTD | +13.8% | +32.4% | -18.6% | -1.6% |
| 1Y | +27.7% | +22.9% | +4.9% | +14.5% |
| 3Y | +101.1% | +43.1% | +58.0% | +60.5% |
| 5Y | +70.5% | -21.4% | +91.9% | +86.1% |
| All | +70.5% | -22.8% | +93.3% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling