+247.6%
DIA vs MCO
+393.6%
-146.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.2% |
| 7D | -1.6% | -3.8% | +2.2% | +0.2% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +3.6% | +7.7% | -4.1% | -0.4% |
| 6M | +11.5% | +7.0% | +4.5% | +7.2% |
| YTD | +10.4% | -6.4% | +16.8% | +12.0% |
| 1Y | +15.6% | -7.6% | +23.2% | +17.6% |
| 3Y | +58.9% | +43.2% | +15.6% | +28.4% |
| 5Y | +65.3% | +29.6% | +35.8% | +36.9% |
| All | +247.6% | +393.6% | -146.0% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling