+264.6%
MP vs DG
-20.1%
+284.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -3.6% | +5.2% | -8.8% | -4.8% |
| 30D | -21.0% | +7.9% | -28.9% | -22.5% |
| 3M | -33.3% | +12.7% | -46.0% | -35.3% |
| 6M | -45.9% | +22.4% | -68.4% | -49.0% |
| YTD | -27.8% | +5.4% | -33.2% | -29.4% |
| 1Y | -43.2% | +39.4% | -82.6% | -48.1% |
| 3Y | +144.0% | +24.1% | +119.9% | +120.6% |
| 5Y | -6.1% | -32.2% | +26.1% | -0.3% |
| All | +264.6% | -20.1% | +284.7% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling