+53.3%
DIA vs MDB
-44.1%
+97.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | -0.9% | -11.4% | +10.4% | 0.0% |
| 30D | +0.3% | -13.8% | +14.1% | +1.3% |
| 3M | -4.5% | -15.5% | +10.9% | -3.9% |
| 6M | +3.4% | +17.9% | -14.6% | +0.4% |
| YTD | +7.8% | -25.5% | +33.2% | +8.4% |
| 1Y | +10.7% | -12.1% | +22.8% | +9.4% |
| 3Y | +57.5% | -5.9% | +63.4% | +48.8% |
| All | +53.3% | -44.1% | +97.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling