+63.8%
DIA vs MKC
-33.9%
+97.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -2.5% |
| 30D | -3.0% | -3.4% | +0.4% | -2.5% |
| 3M | +4.5% | +3.8% | +0.7% | +3.6% |
| 6M | +9.8% | -17.9% | +27.7% | +13.6% |
| YTD | +9.3% | -23.6% | +32.9% | +14.4% |
| 1Y | +16.0% | -23.1% | +39.0% | +21.0% |
| 3Y | +57.7% | -31.5% | +89.3% | +68.5% |
| 5Y | +63.8% | -33.1% | +96.8% | +77.8% |
| All | +63.8% | -33.9% | +97.7% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling