+975.1%
DIA vs MAR
+3,168.2%
-2,193.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | +1.5% | +13.8% | -12.3% | -2.9% |
| 3M | -2.4% | +20.3% | -22.7% | -8.4% |
| 6M | +6.0% | +21.3% | -15.4% | -1.2% |
| YTD | +10.1% | +37.2% | -27.1% | -2.0% |
| 1Y | +11.8% | +48.4% | -36.6% | -3.2% |
| 3Y | +59.7% | +120.1% | -60.4% | +19.7% |
| 5Y | +57.9% | +182.1% | -124.2% | +6.3% |
| 10Y | +236.2% | +530.2% | -294.0% | +60.0% |
| All | +975.1% | +3,168.2% | -2,193.1% | +149.9% |
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