+1,129.1%
DIA vs MKC
+1,173.0%
-43.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -0.2% | -5.9% | +5.7% | +1.8% |
| 30D | -1.5% | -0.9% | -0.7% | -1.4% |
| 3M | +3.8% | +12.7% | -9.0% | -0.9% |
| 6M | +10.3% | -19.3% | +29.6% | +17.4% |
| YTD | +12.1% | -22.2% | +34.2% | +20.1% |
| 1Y | +18.6% | -23.3% | +42.0% | +27.4% |
| 3Y | +60.6% | -30.0% | +90.6% | +75.0% |
| 5Y | +64.4% | -33.8% | +98.2% | +79.6% |
| 10Y | +250.1% | +24.4% | +225.7% | +194.6% |
| All | +1,129.1% | +1,173.0% | -43.9% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling