+144.0%
MP vs DG
+23.3%
+120.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.6% |
| 7D | -3.6% | +5.2% | -8.8% | -4.5% |
| 30D | -21.0% | +7.9% | -28.9% | -22.1% |
| 3M | -33.3% | +12.7% | -46.0% | -34.8% |
| 6M | -45.9% | +22.4% | -68.4% | -48.4% |
| YTD | -27.8% | +5.4% | -33.2% | -28.8% |
| 1Y | -43.2% | +39.4% | -82.6% | -47.0% |
| 3Y | +144.0% | +24.1% | +119.9% | +95.0% |
| All | +144.0% | +23.3% | +120.7% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling