-38.5%
DG vs MDY
+45.8%
-84.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -4.8% | -0.8% | -4.1% | -4.5% |
| 30D | +1.8% | -3.9% | +5.6% | +3.3% |
| 3M | +14.5% | 0.0% | +14.5% | +14.4% |
| 6M | -13.6% | +8.5% | -22.1% | -16.2% |
| YTD | -4.8% | +13.2% | -18.1% | -9.2% |
| 1Y | +21.6% | +15.0% | +6.5% | +15.3% |
| 3Y | +4.5% | +49.6% | -45.1% | -12.8% |
| 5Y | -38.5% | +46.0% | -84.5% | -49.2% |
| All | -38.5% | +45.8% | -84.3% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling