+18.6%
DIA vs MP
-17.4%
+36.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | -1.5% | +13.8% | -15.3% | -2.3% |
| 3M | +3.8% | -16.7% | +20.5% | +4.2% |
| 6M | +10.3% | -11.5% | +21.8% | +9.9% |
| YTD | +12.1% | +7.9% | +4.2% | +10.8% |
| 1Y | +18.6% | -15.0% | +33.7% | +18.5% |
| All | +18.6% | -17.4% | +36.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling