+64.1%
DIA vs MDB
-26.9%
+91.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -0.8% |
| 7D | +0.1% | -18.0% | +18.1% | +1.6% |
| 30D | -2.1% | -10.7% | +8.7% | -1.4% |
| 3M | +4.2% | +1.0% | +3.2% | +3.6% |
| 6M | +11.9% | +31.6% | -19.7% | +8.1% |
| YTD | +10.8% | -15.2% | +26.0% | +10.7% |
| 1Y | +17.5% | +10.1% | +7.4% | +14.3% |
| 3Y | +59.9% | -5.6% | +65.6% | +51.8% |
| 5Y | +64.1% | -24.5% | +88.7% | +50.5% |
| All | +64.1% | -26.9% | +91.0% | +50.5% |
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