+513.6%
DIA vs MPC
+2,977.1%
-2,463.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +5.4% | -5.6% | -1.4% |
| 30D | -1.5% | +31.0% | -32.5% | -7.7% |
| 3M | +3.8% | +46.0% | -42.3% | -5.5% |
| 6M | +10.3% | +77.3% | -67.0% | -4.7% |
| YTD | +12.1% | +141.9% | -129.8% | -10.5% |
| 1Y | +18.6% | +120.9% | -102.3% | -3.4% |
| 3Y | +60.6% | +182.7% | -122.1% | +20.3% |
| 5Y | +64.4% | +646.4% | -582.0% | -5.6% |
| 10Y | +250.1% | +1,138.7% | -888.6% | +61.4% |
| All | +513.6% | +2,977.1% | -2,463.5% | +106.6% |
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