+64.1%
DIA vs MAR
+155.0%
-90.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | -2.1% | -6.9% | +4.8% | +0.2% |
| 3M | +4.2% | -15.8% | +20.0% | +10.0% |
| 6M | +11.9% | +1.9% | +9.9% | +10.4% |
| YTD | +10.8% | +6.6% | +4.2% | +7.3% |
| 1Y | +17.5% | +23.7% | -6.2% | +7.6% |
| 3Y | +59.9% | +64.6% | -4.6% | +31.2% |
| 5Y | +64.1% | +156.4% | -92.2% | +13.0% |
| All | +64.1% | +155.0% | -90.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling