+8,261.0%
MTB vs DTE
+3,521.9%
+4,739.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -4.2% | -1.9% | -2.3% | -3.4% |
| 3M | +7.8% | -3.3% | +11.1% | +9.3% |
| 6M | +14.8% | -7.1% | +21.9% | +18.3% |
| YTD | +20.8% | +8.1% | +12.7% | +16.0% |
| 1Y | +23.1% | +5.3% | +17.9% | +19.4% |
| 3Y | +114.8% | +48.2% | +66.7% | +77.2% |
| 5Y | +103.3% | +33.2% | +70.0% | +74.1% |
| 10Y | +173.0% | +137.5% | +35.5% | +81.4% |
| All | +8,261.0% | +3,521.9% | +4,739.0% | +2,696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling