+68.3%
DGX vs MDY
+46.3%
+22.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | -1.2% | -4.6% | +3.5% | +0.5% |
| 3M | +15.8% | -1.2% | +17.0% | +16.2% |
| 6M | +18.2% | +9.2% | +9.0% | +14.3% |
| YTD | +37.2% | +13.1% | +24.1% | +30.9% |
| 1Y | +30.4% | +13.0% | +17.4% | +24.2% |
| 3Y | +96.7% | +49.2% | +47.5% | +65.7% |
| All | +68.3% | +46.3% | +22.0% | +36.9% |
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