+973.7%
DIA vs MAR
+3,179.7%
-2,206.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | +1.2% | +14.3% | -13.1% | -3.3% |
| 3M | -2.4% | +20.0% | -22.4% | -8.3% |
| 6M | +5.7% | +21.7% | -16.1% | -1.6% |
| YTD | +9.9% | +37.7% | -27.8% | -2.2% |
| 1Y | +9.8% | +46.8% | -37.0% | -4.5% |
| 3Y | +59.8% | +121.0% | -61.3% | +19.6% |
| 5Y | +57.7% | +183.1% | -125.4% | +6.1% |
| 10Y | +235.8% | +532.4% | -296.7% | +59.6% |
| All | +973.7% | +3,179.7% | -2,206.1% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling