+2,443.1%
MTB vs DVA
+5,166.5%
-2,723.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | +6.3% | -7.7% | +13.9% | +7.1% |
| 6M | +15.6% | +20.0% | -4.4% | +11.4% |
| YTD | +20.6% | +61.1% | -40.5% | +10.5% |
| 1Y | +22.5% | +33.9% | -11.3% | +15.5% |
| 3Y | +114.4% | +91.5% | +22.9% | +88.6% |
| 5Y | +101.9% | +41.8% | +60.1% | +82.6% |
| 10Y | +170.4% | +187.5% | -17.1% | +118.6% |
| All | +2,443.1% | +5,166.5% | -2,723.4% | +1,409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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