+583.4%
DG vs MDY
+571.0%
+12.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | +4.9% | -1.5% | +6.4% | +5.6% |
| 3M | +29.3% | +0.8% | +28.6% | +28.8% |
| 6M | -11.3% | +7.4% | -18.7% | -14.1% |
| YTD | +1.8% | +15.2% | -13.4% | -4.4% |
| 1Y | +25.3% | +16.5% | +8.8% | +17.2% |
| 3Y | +9.1% | +46.8% | -37.7% | -9.6% |
| 5Y | -34.9% | +46.0% | -80.9% | -46.6% |
| 10Y | +108.2% | +172.1% | -63.9% | +23.8% |
| All | +583.4% | +571.0% | +12.4% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling