+1,106.1%
DIA vs MCO
+5,043.1%
-3,937.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -0.2% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | +3.3% | +5.7% | -2.4% | +1.0% |
| 6M | +10.4% | +3.0% | +7.4% | +8.7% |
| YTD | +10.0% | -6.5% | +16.5% | +11.2% |
| 1Y | +16.2% | -5.8% | +21.9% | +16.9% |
| 3Y | +58.7% | +43.1% | +15.6% | +37.8% |
| 5Y | +63.6% | +29.5% | +34.1% | +44.4% |
| 10Y | +251.0% | +388.8% | -137.8% | +101.7% |
| All | +1,106.1% | +5,043.1% | -3,937.0% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling