-19.1%
MP vs DG
-32.6%
+13.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.5% | -5.6% |
| 7D | -19.0% | +6.1% | -25.1% | -19.9% |
| 30D | -30.5% | +11.9% | -42.4% | -32.1% |
| 3M | -29.6% | +9.3% | -38.8% | -31.0% |
| 6M | -50.4% | +19.1% | -69.6% | -52.6% |
| YTD | -33.2% | +5.9% | -39.2% | -34.5% |
| 1Y | -38.6% | +39.8% | -78.4% | -43.1% |
| 3Y | +105.5% | +23.4% | +82.1% | +89.2% |
| All | -19.1% | -32.6% | +13.5% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling