+8,310.1%
MTB vs DOC
+2,974.4%
+5,335.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | -4.2% | -4.8% | +0.6% | -2.3% |
| 3M | +8.9% | +6.9% | +2.0% | +5.5% |
| 6M | +10.9% | +20.7% | -9.9% | +0.7% |
| YTD | +21.5% | +34.1% | -12.7% | +5.0% |
| 1Y | +21.9% | +22.6% | -0.7% | +9.2% |
| 3Y | +109.2% | +20.8% | +88.4% | +85.6% |
| 5Y | +102.0% | -24.9% | +126.8% | +118.7% |
| 10Y | +171.9% | -1.8% | +173.7% | +147.3% |
| All | +8,310.1% | +2,974.4% | +5,335.7% | +3,416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling