+9,430.1%
DGX vs MDY
+1,951.1%
+7,479.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.6% |
| 7D | -2.2% | -0.8% | -1.4% | -1.8% |
| 30D | -0.9% | -3.9% | +3.0% | +1.2% |
| 3M | +15.6% | 0.0% | +15.6% | +15.4% |
| 6M | +17.8% | +8.5% | +9.2% | +12.1% |
| YTD | +37.5% | +13.2% | +24.2% | +27.6% |
| 1Y | +31.2% | +15.0% | +16.1% | +20.4% |
| 3Y | +96.6% | +49.6% | +47.0% | +52.6% |
| 5Y | +64.9% | +46.0% | +18.9% | +27.3% |
| 10Y | +254.6% | +176.4% | +78.2% | +82.0% |
| All | +9,430.1% | +1,951.1% | +7,479.0% | +1,218.6% |
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