+64.1%
DIA vs MPC
+655.4%
-591.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | +0.1% | +3.9% | -3.8% | -0.6% |
| 30D | -2.1% | +33.8% | -35.8% | -6.9% |
| 3M | +4.2% | +49.9% | -45.7% | -3.2% |
| 6M | +11.9% | +80.9% | -69.1% | -0.3% |
| YTD | +10.8% | +147.4% | -136.6% | -7.8% |
| 1Y | +17.5% | +123.2% | -105.7% | -0.4% |
| 3Y | +59.9% | +171.7% | -111.8% | +26.5% |
| 5Y | +64.1% | +678.6% | -614.4% | -5.2% |
| All | +64.1% | +655.4% | -591.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling