+1,103.7%
DIA vs MTB
+915.5%
+188.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +1.1% | +1.4% | -0.3% | +0.6% |
| 3M | -2.9% | -11.6% | +8.7% | +1.3% |
| 6M | +5.9% | +5.4% | +0.5% | +3.7% |
| YTD | +9.8% | +11.7% | -2.0% | +5.2% |
| 1Y | +11.7% | +20.5% | -8.8% | +4.2% |
| 3Y | +59.5% | +104.5% | -45.0% | +21.7% |
| 5Y | +57.5% | +65.1% | -7.5% | +25.3% |
| 10Y | +235.9% | +119.5% | +116.4% | +125.3% |
| All | +1,103.7% | +915.5% | +188.2% | +294.9% |
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