+10.7%
DIA vs MP
-37.2%
+48.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.7% |
| 7D | -0.9% | -10.5% | +9.6% | -0.3% |
| 30D | +0.3% | -23.5% | +23.8% | +1.8% |
| 3M | -4.5% | -25.4% | +20.9% | -3.0% |
| 6M | +3.4% | -51.3% | +54.6% | +7.3% |
| YTD | +7.8% | -29.9% | +37.7% | +8.5% |
| 1Y | +10.7% | -31.8% | +42.6% | +11.6% |
| All | +10.7% | -37.2% | +48.0% | +11.6% |
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