+98.2%
DG vs MDY
+177.2%
-79.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -6.5% | -1.9% | -4.6% | -5.7% |
| 30D | +4.2% | -4.6% | +8.8% | +6.2% |
| 3M | +9.5% | -1.2% | +10.7% | +10.0% |
| 6M | -13.1% | +9.2% | -22.3% | -16.3% |
| YTD | -4.8% | +13.1% | -17.9% | -9.6% |
| 1Y | +20.6% | +13.0% | +7.6% | +14.6% |
| 3Y | +4.9% | +49.2% | -44.3% | -13.0% |
| 5Y | -37.9% | +47.2% | -85.1% | -48.8% |
| All | +98.2% | +177.2% | -79.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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