+235.7%
DIA vs MTB
+115.1%
+120.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.1% | +1.5% | +0.6% | +1.6% |
| 30D | +1.5% | +2.3% | -0.9% | +0.7% |
| 3M | -2.4% | -12.1% | +9.7% | +2.0% |
| 6M | +6.0% | +9.8% | -3.8% | +2.3% |
| YTD | +10.1% | +12.0% | -1.9% | +5.4% |
| 1Y | +11.8% | +22.0% | -10.2% | +3.8% |
| 3Y | +59.7% | +107.6% | -47.9% | +21.2% |
| 5Y | +57.9% | +61.9% | -4.0% | +26.6% |
| All | +235.7% | +115.1% | +120.6% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling