+501.8%
DIA vs MPC
+3,166.6%
-2,664.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | +1.6% | +9.4% | -7.8% | -0.5% |
| 30D | +1.2% | -13.4% | +14.7% | +4.3% |
| 3M | -2.4% | +18.9% | -21.3% | -6.9% |
| 6M | +5.7% | +64.9% | -59.2% | -7.1% |
| YTD | +9.9% | +156.8% | -146.9% | -13.9% |
| 1Y | +9.8% | +113.2% | -103.4% | -10.1% |
| 3Y | +59.8% | +201.8% | -142.0% | +17.3% |
| 5Y | +57.7% | +601.4% | -543.7% | -8.4% |
| 10Y | +235.8% | +1,166.0% | -930.2% | +53.3% |
| All | +501.8% | +3,166.6% | -2,664.8% | +98.7% |
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