+413.2%
MP vs DGX
+139.9%
+273.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.2% |
| 7D | -4.6% | -3.5% | -1.1% | -4.0% |
| 30D | -7.1% | -2.7% | -4.4% | -6.6% |
| 3M | -4.0% | +13.9% | -17.9% | -6.2% |
| 6M | -16.7% | +16.0% | -32.7% | -19.0% |
| YTD | +1.6% | +34.9% | -33.4% | -4.7% |
| 1Y | -17.8% | +30.6% | -48.4% | -22.4% |
| 3Y | +139.6% | +93.0% | +46.6% | +108.0% |
| 5Y | +50.5% | +64.4% | -14.0% | +28.2% |
| All | +413.2% | +139.9% | +273.3% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling