+63.8%
DIA vs MTB
+101.1%
-37.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -3.0% | -4.6% | +1.6% | -1.7% |
| 3M | +4.5% | +7.4% | -2.9% | +2.2% |
| 6M | +9.8% | +18.7% | -8.9% | +4.1% |
| YTD | +9.3% | +21.1% | -11.8% | +2.9% |
| 1Y | +16.0% | +24.1% | -8.1% | +8.3% |
| 3Y | +57.7% | +115.3% | -57.6% | +25.1% |
| 5Y | +63.8% | +106.0% | -42.3% | +29.0% |
| All | +63.8% | +101.1% | -37.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling