+1,129.1%
DIA vs MTB
+1,004.1%
+125.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | -1.5% | -4.2% | +2.7% | -0.1% |
| 3M | +3.8% | +8.9% | -5.1% | +0.6% |
| 6M | +10.3% | +10.9% | -0.6% | +6.1% |
| YTD | +12.1% | +21.5% | -9.4% | +4.4% |
| 1Y | +18.6% | +21.9% | -3.3% | +10.1% |
| 3Y | +60.6% | +109.2% | -48.6% | +21.2% |
| 5Y | +64.4% | +102.0% | -37.5% | +21.4% |
| 10Y | +250.1% | +171.9% | +78.2% | +117.9% |
| All | +1,129.1% | +1,004.1% | +125.0% | +291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling