+96.7%
DGX vs MDY
+48.5%
+48.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | -1.2% | -4.6% | +3.5% | +0.1% |
| 3M | +15.8% | -1.2% | +17.0% | +16.1% |
| 6M | +18.2% | +9.2% | +9.0% | +15.2% |
| YTD | +37.2% | +13.1% | +24.1% | +32.3% |
| 1Y | +30.4% | +13.0% | +17.4% | +25.6% |
| 3Y | +96.7% | +49.2% | +47.5% | +70.3% |
| All | +96.7% | +48.5% | +48.2% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling