-31.8%
MP vs DG
+34.9%
-66.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.2% |
| 7D | -10.5% | +1.1% | -11.6% | -10.6% |
| 30D | -23.5% | +9.5% | -33.0% | -24.6% |
| 3M | -25.4% | +5.5% | -30.9% | -26.2% |
| 6M | -51.3% | +16.1% | -67.4% | -52.7% |
| YTD | -29.9% | +2.7% | -32.6% | -29.0% |
| 1Y | -31.8% | +42.1% | -73.9% | -36.9% |
| All | -31.8% | +34.9% | -66.7% | -36.9% |
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