+251.0%
DIA vs MAR
+419.7%
-168.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -2.7% | -4.7% | +2.0% | -1.2% |
| 3M | +3.3% | -15.6% | +18.9% | +8.8% |
| 6M | +10.4% | +1.2% | +9.2% | +9.3% |
| YTD | +10.0% | +7.5% | +2.5% | +6.4% |
| 1Y | +16.2% | +26.6% | -10.4% | +6.1% |
| 3Y | +58.7% | +66.0% | -7.2% | +31.1% |
| 5Y | +63.6% | +154.1% | -90.5% | +14.7% |
| 10Y | +251.0% | +441.9% | -190.8% | +93.7% |
| All | +251.0% | +419.7% | -168.7% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling