+1,116.6%
MPC vs DG
+112.1%
+1,004.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +5.4% | +8.4% | -3.0% | +4.4% |
| 30D | +31.0% | +4.9% | +26.0% | +30.1% |
| 3M | +46.0% | +29.3% | +16.7% | +40.9% |
| 6M | +77.3% | -11.3% | +88.6% | +79.6% |
| YTD | +141.9% | +1.8% | +140.2% | +139.9% |
| 1Y | +120.9% | +25.3% | +95.6% | +111.3% |
| 3Y | +182.7% | +9.1% | +173.6% | +168.3% |
| 5Y | +646.4% | -34.9% | +681.3% | +690.0% |
| All | +1,116.6% | +112.1% | +1,004.5% | +798.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling