+15,819.0%
MA vs DGX
+539.7%
+15,279.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +1.6% | -0.3% | +0.7% |
| 30D | +9.6% | +11.2% | -1.6% | +5.0% |
| 3M | +16.8% | +10.4% | +6.4% | +12.0% |
| 6M | +35.2% | +37.1% | -1.9% | +18.4% |
| YTD | +16.6% | +52.1% | -35.6% | -3.0% |
| 1Y | +19.8% | +40.7% | -20.9% | +2.9% |
| 3Y | +70.7% | +107.6% | -36.9% | +22.0% |
| 5Y | +87.4% | +90.6% | -3.2% | +36.1% |
| 10Y | +570.0% | +287.9% | +282.1% | +231.1% |
| All | +15,819.0% | +539.7% | +15,279.3% | +5,085.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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