+1,098.3%
MPC vs DG
+119.6%
+978.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -8.8% | +5.2% | -14.0% | -9.4% |
| 30D | -14.4% | +7.9% | -22.3% | -15.3% |
| 3M | +21.9% | +12.7% | +9.2% | +19.9% |
| 6M | +60.1% | +22.4% | +37.7% | +55.2% |
| YTD | +142.3% | +5.4% | +136.9% | +138.7% |
| 1Y | +101.7% | +39.4% | +62.3% | +90.1% |
| 3Y | +184.8% | +24.1% | +160.7% | +163.4% |
| 5Y | +564.6% | -32.2% | +596.8% | +598.2% |
| 10Y | +1,098.3% | +111.8% | +986.5% | +818.5% |
| All | +1,098.3% | +119.6% | +978.8% | +818.5% |
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