+237.1%
DIA vs MPC
+1,145.2%
-908.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.3% |
| 7D | -1.6% | +2.6% | -4.2% | -2.2% |
| 30D | +1.3% | -12.2% | +13.5% | +4.1% |
| 3M | -2.1% | +20.1% | -22.1% | -7.0% |
| 6M | +6.2% | +60.6% | -54.4% | -6.6% |
| YTD | +10.3% | +150.6% | -140.2% | -14.3% |
| 1Y | +11.0% | +104.7% | -93.7% | -9.2% |
| 3Y | +60.4% | +194.5% | -134.1% | +16.1% |
| 5Y | +59.1% | +582.3% | -523.2% | -11.1% |
| 10Y | +237.1% | +1,135.3% | -898.2% | +51.3% |
| All | +237.1% | +1,145.2% | -908.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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