+11.0%
DIA vs MPC
+107.1%
-96.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.7% |
| 7D | -1.6% | +2.6% | -4.2% | -1.6% |
| 30D | +1.3% | -12.2% | +13.5% | +0.6% |
| 3M | -2.1% | +20.1% | -22.1% | -1.4% |
| 6M | +6.2% | +60.6% | -54.4% | +8.2% |
| YTD | +10.3% | +150.6% | -140.2% | +9.7% |
| 1Y | +11.0% | +104.7% | -93.7% | +11.1% |
| All | +11.0% | +107.1% | -96.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling