+123.9%
DIA vs MP
+278.3%
-154.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.5% |
| 7D | +1.6% | +11.0% | -9.4% | +0.9% |
| 30D | +1.2% | -11.7% | +13.0% | +2.0% |
| 3M | -2.4% | -30.8% | +28.4% | -0.2% |
| 6M | +5.7% | -42.9% | +48.6% | +9.0% |
| YTD | +9.9% | -25.9% | +35.8% | +10.7% |
| 1Y | +9.8% | -37.3% | +47.1% | +11.6% |
| 3Y | +59.8% | +150.7% | -90.9% | +38.5% |
| 5Y | +57.7% | -19.3% | +77.0% | +46.4% |
| All | +123.9% | +278.3% | -154.4% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling