-32.6%
MP vs DG
+31.9%
-64.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | -3.0% | +3.2% | -6.2% | -3.3% |
| 3M | -30.4% | +10.4% | -40.8% | -31.2% |
| 6M | -39.2% | +33.2% | -72.3% | -43.5% |
| YTD | -23.3% | +3.0% | -26.3% | -22.1% |
| 1Y | -32.6% | +31.2% | -63.9% | -35.9% |
| All | -32.6% | +31.9% | -64.5% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling