+13,824.1%
MA vs DGX
+482.2%
+13,341.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | +1.5% | +0.6% | +1.0% | +1.3% |
| 3M | +20.4% | +21.4% | -1.0% | +11.0% |
| 6M | +11.1% | +14.7% | -3.6% | +4.5% |
| YTD | +2.0% | +38.4% | -36.5% | -11.8% |
| 1Y | -2.2% | +34.0% | -36.1% | -14.4% |
| 3Y | +41.9% | +92.7% | -50.8% | +4.3% |
| 5Y | +75.4% | +67.7% | +7.6% | +34.4% |
| 10Y | +527.5% | +248.0% | +279.5% | +224.1% |
| All | +13,824.1% | +482.2% | +13,341.9% | +4,617.5% |
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