+694.0%
DIA vs MPWR
+14,560.0%
-13,865.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -10.3% | +6.7% | -1.6% |
| 7D | -1.6% | -5.6% | +4.0% | -0.7% |
| 30D | 0.0% | -23.2% | +23.2% | +4.6% |
| 3M | -4.9% | -15.8% | +10.8% | -2.6% |
| 6M | +5.0% | -28.5% | +33.6% | +9.7% |
| YTD | +8.2% | +25.5% | -17.3% | +0.5% |
| 1Y | +10.3% | +13.9% | -3.6% | +4.3% |
| 3Y | +58.4% | +134.6% | -76.2% | +22.1% |
| 5Y | +54.3% | +114.8% | -60.5% | +14.7% |
| 10Y | +248.6% | +1,499.3% | -1,250.7% | +65.6% |
| All | +694.0% | +14,560.0% | -13,865.9% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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