+61.6%
DIA vs MP
+154.2%
-92.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.2% |
| 3M | +3.8% | -16.7% | +20.5% | +4.4% |
| 6M | +10.3% | -11.5% | +21.8% | +10.2% |
| YTD | +12.1% | +7.9% | +4.2% | +10.7% |
| 1Y | +18.6% | -15.0% | +33.7% | +17.8% |
| All | +61.6% | +154.2% | -92.7% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling