+158.5%
MP vs DGX
+96.8%
+61.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +8.3% | -1.2% | +9.5% | +8.6% |
| 3M | -3.8% | +19.9% | -23.7% | -7.2% |
| 6M | -4.9% | +19.2% | -24.1% | -8.1% |
| YTD | +9.6% | +37.5% | -27.9% | +1.2% |
| 1Y | -11.7% | +31.3% | -43.0% | -17.4% |
| 3Y | +158.5% | +96.6% | +61.9% | +100.0% |
| All | +158.5% | +96.8% | +61.7% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling