+104.2%
MTB vs DTE
+30.3%
+73.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | 0.0% | -2.6% | +2.6% | +1.0% |
| 30D | -4.8% | -4.4% | -0.4% | -3.1% |
| 3M | +6.0% | -8.3% | +14.3% | +9.6% |
| 6M | +19.6% | -8.1% | +27.7% | +23.3% |
| YTD | +21.5% | +4.4% | +17.1% | +18.3% |
| 1Y | +24.7% | +0.2% | +24.5% | +23.5% |
| 3Y | +108.6% | +42.6% | +66.0% | +73.8% |
| All | +104.2% | +30.3% | +73.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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