+267.3%
MP vs DGX
+169.5%
+97.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | +1.2% | +1.1% | +2.1% |
| 30D | -15.3% | +11.2% | -26.5% | -16.7% |
| 3M | -33.5% | +9.3% | -42.8% | -34.5% |
| 6M | -45.5% | +37.4% | -82.9% | -48.7% |
| YTD | -27.3% | +51.6% | -78.9% | -33.1% |
| 1Y | -40.7% | +39.3% | -80.0% | -44.4% |
| 3Y | +145.9% | +106.1% | +39.7% | +111.2% |
| 5Y | -13.9% | +92.2% | -106.1% | -27.6% |
| All | +267.3% | +169.5% | +97.8% | +216.1% |
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