+490.0%
DIA vs MPC
+2,849.2%
-2,359.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -0.9% | -16.2% | +15.2% | +2.9% |
| 30D | +0.3% | -15.7% | +16.0% | +3.9% |
| 3M | -4.5% | +24.9% | -29.4% | -10.0% |
| 6M | +3.4% | +52.7% | -49.3% | -7.5% |
| YTD | +7.8% | +131.9% | -124.1% | -13.6% |
| 1Y | +10.7% | +96.6% | -85.9% | -7.7% |
| 3Y | +57.5% | +163.8% | -106.2% | +19.4% |
| 5Y | +53.7% | +533.1% | -479.4% | -8.6% |
| 10Y | +247.2% | +1,118.6% | -871.5% | +60.1% |
| All | +490.0% | +2,849.2% | -2,359.3% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling