+18.6%
DIA vs MCO
+0.4%
+18.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -0.2% | -4.2% | +4.0% | +0.4% |
| 30D | -1.5% | +2.2% | -3.7% | -1.9% |
| 3M | +3.8% | +10.1% | -6.4% | +2.2% |
| 6M | +10.3% | +5.3% | +5.0% | +9.0% |
| YTD | +12.1% | -2.7% | +14.8% | +12.5% |
| 1Y | +18.6% | -0.4% | +19.0% | +18.2% |
| All | +18.6% | +0.4% | +18.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling