+1,107.0%
DIA vs MDY
+1,468.4%
-361.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | +2.3% | -0.1% | +0.4% |
| 30D | +1.5% | +2.0% | -0.5% | 0.0% |
| 3M | -2.4% | -5.6% | +3.2% | +1.8% |
| 6M | +6.0% | +1.3% | +4.7% | +4.8% |
| YTD | +10.1% | +12.3% | -2.3% | +0.8% |
| 1Y | +11.8% | +15.8% | -4.0% | 0.0% |
| 3Y | +59.7% | +56.5% | +3.2% | +13.1% |
| 5Y | +57.9% | +35.1% | +22.7% | +22.8% |
| 10Y | +236.2% | +167.4% | +68.8% | +54.8% |
| All | +1,107.0% | +1,468.4% | -361.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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