-40.7%
MP vs DG
+39.7%
-80.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | -3.0% | +5.2% | +2.5% |
| 30D | -15.3% | +8.6% | -23.9% | -16.0% |
| 3M | -33.5% | +15.0% | -48.5% | -34.5% |
| 6M | -45.5% | +32.7% | -78.2% | -48.9% |
| YTD | -27.3% | +5.5% | -32.8% | -26.4% |
| 1Y | -40.7% | +34.6% | -75.3% | -43.6% |
| All | -40.7% | +39.7% | -80.4% | -43.6% |
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