+235.7%
DIA vs MKC
+25.8%
+209.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.1% | -3.0% | +5.1% | +3.0% |
| 30D | +1.5% | +4.8% | -3.3% | 0.0% |
| 3M | -2.4% | -12.8% | +10.4% | +1.0% |
| 6M | +6.0% | +5.0% | +0.9% | +3.6% |
| YTD | +10.1% | -29.1% | +39.1% | +19.9% |
| 1Y | +11.8% | -26.4% | +38.2% | +20.3% |
| 3Y | +59.7% | -21.6% | +81.3% | +65.0% |
| 5Y | +57.9% | -35.2% | +93.1% | +70.7% |
| All | +235.7% | +25.8% | +209.9% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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