+445.3%
MP vs DG
-22.9%
+468.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | -2.9% | +8.4% | -11.2% | -4.6% |
| 30D | +13.8% | +4.9% | +8.9% | +12.5% |
| 3M | -16.7% | +29.3% | -46.0% | -22.1% |
| 6M | -11.5% | -11.3% | -0.2% | -9.4% |
| YTD | +7.9% | +1.8% | +6.2% | +6.8% |
| 1Y | -15.0% | +25.3% | -40.4% | -20.3% |
| 3Y | +153.5% | +9.1% | +144.4% | +137.3% |
| 5Y | +58.7% | -34.9% | +93.5% | +70.4% |
| All | +445.3% | -22.9% | +468.2% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling