+1,106.2%
MPC vs DG
+128.5%
+977.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.4% |
| 7D | -9.4% | +0.7% | -10.1% | -9.6% |
| 30D | -14.3% | +7.4% | -21.7% | -15.2% |
| 3M | +31.1% | +8.5% | +22.6% | +29.4% |
| 6M | +60.3% | +21.9% | +38.4% | +55.4% |
| YTD | +142.5% | +4.9% | +137.6% | +139.1% |
| 1Y | +104.6% | +40.4% | +64.2% | +92.6% |
| 3Y | +191.7% | +23.5% | +168.2% | +170.0% |
| 5Y | +549.2% | -32.3% | +581.5% | +581.6% |
| 10Y | +1,106.2% | +119.3% | +986.9% | +823.6% |
| All | +1,106.2% | +128.5% | +977.8% | +823.6% |
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