+445.3%
MP vs DGX
+146.2%
+299.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -2.9% | -2.3% | -0.5% | -2.5% |
| 30D | +13.8% | +0.6% | +13.3% | +13.7% |
| 3M | -16.7% | +21.4% | -38.1% | -19.7% |
| 6M | -11.5% | +14.7% | -26.2% | -13.7% |
| YTD | +7.9% | +38.4% | -30.5% | +0.9% |
| 1Y | -15.0% | +34.0% | -49.0% | -20.1% |
| 3Y | +153.5% | +92.7% | +60.8% | +120.1% |
| 5Y | +58.7% | +67.7% | -9.0% | +34.5% |
| All | +445.3% | +146.2% | +299.1% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling