+124.3%
DIA vs MP
+281.3%
-157.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | +1.7% |
| 7D | +0.8% | -1.6% | +2.3% | +0.8% |
| 30D | +1.4% | -18.2% | +19.6% | +2.7% |
| 3M | -2.7% | -26.1% | +23.4% | -0.9% |
| 6M | +6.2% | -44.0% | +50.2% | +9.7% |
| YTD | +10.1% | -25.3% | +35.4% | +10.8% |
| 1Y | +13.0% | -35.6% | +48.6% | +14.6% |
| 3Y | +61.9% | +147.1% | -85.2% | +40.5% |
| 5Y | +57.1% | -11.3% | +68.3% | +45.1% |
| All | +124.3% | +281.3% | -157.0% | +85.5% |
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 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