-13.9%
MP vs DG
-32.2%
+18.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | -3.0% | +5.2% | +2.8% |
| 30D | -15.3% | +8.6% | -23.9% | -16.8% |
| 3M | -33.5% | +15.0% | -48.5% | -35.4% |
| 6M | -45.5% | +32.7% | -78.2% | -49.1% |
| YTD | -27.3% | +5.5% | -32.8% | -28.6% |
| 1Y | -40.7% | +34.6% | -75.3% | -44.7% |
| 3Y | +145.9% | +24.2% | +121.6% | +125.9% |
| 5Y | -13.9% | -32.3% | +18.4% | -10.5% |
| All | -13.9% | -32.2% | +18.3% | -10.5% |
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