+167.6%
DIA vs MDB
+912.7%
-745.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | +2.1% | +6.8% | -4.7% | +1.5% |
| 30D | +1.5% | -6.2% | +7.7% | +1.9% |
| 3M | -2.4% | -29.2% | +26.8% | +0.2% |
| 6M | +6.0% | +10.3% | -4.3% | +3.4% |
| YTD | +10.1% | -20.4% | +30.4% | +10.0% |
| 1Y | +11.8% | -4.8% | +16.6% | +9.4% |
| 3Y | +59.7% | -11.6% | +71.3% | +51.4% |
| 5Y | +57.9% | -41.0% | +98.9% | +47.8% |
| All | +167.6% | +912.7% | -745.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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