+117.2%
MPC vs DG
+45.3%
+72.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.5% | -16.6% | -7.0% |
| 7D | -10.9% | +12.3% | -23.2% | -9.5% |
| 30D | -9.4% | +19.3% | -28.7% | -7.5% |
| 3M | +26.0% | +11.9% | +14.1% | +28.0% |
| 6M | +56.5% | +25.0% | +31.5% | +60.4% |
| YTD | +144.3% | +8.7% | +135.5% | +147.3% |
| 1Y | +117.2% | +44.7% | +72.5% | +118.1% |
| All | +117.2% | +45.3% | +72.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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