-14.0%
MP vs DGX
+31.5%
-45.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.7% | -2.2% | +1.5% | -0.9% |
| 30D | -0.7% | -0.9% | +0.3% | -0.7% |
| 3M | 0.0% | +15.6% | -15.6% | +2.1% |
| 6M | -10.0% | +17.8% | -27.7% | -7.7% |
| YTD | +7.5% | +37.5% | -30.0% | +6.7% |
| 1Y | -14.0% | +31.2% | -45.2% | -11.5% |
| All | -14.0% | +31.5% | -45.5% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling