+68.9%
MP vs DGX
+66.8%
+2.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | -3.8% | +19.9% | -23.7% | -8.5% |
| 6M | -4.9% | +19.2% | -24.1% | -9.5% |
| YTD | +9.6% | +37.5% | -27.9% | -0.7% |
| 1Y | -11.7% | +31.3% | -43.0% | -18.9% |
| 3Y | +158.5% | +96.6% | +61.9% | +104.7% |
| 5Y | +68.9% | +64.3% | +4.6% | +17.5% |
| All | +68.9% | +66.8% | +2.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling