+57.7%
DIA vs MPC
+603.7%
-546.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +1.6% | +9.4% | -7.8% | +0.2% |
| 30D | +1.2% | -13.4% | +14.7% | +3.3% |
| 3M | -2.4% | +18.9% | -21.3% | -5.7% |
| 6M | +5.7% | +64.9% | -59.2% | -3.9% |
| YTD | +9.9% | +156.8% | -146.9% | -9.4% |
| 1Y | +9.8% | +113.2% | -103.4% | -5.9% |
| 3Y | +59.8% | +201.8% | -142.0% | +23.4% |
| 5Y | +57.7% | +601.4% | -543.7% | -4.4% |
| All | +57.7% | +603.7% | -546.0% | -4.4% |
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