+180.6%
MPC vs DG
+9.1%
+171.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +5.4% | +8.4% | -3.0% | +5.6% |
| 30D | +31.0% | +4.9% | +26.0% | +31.1% |
| 3M | +46.0% | +29.3% | +16.7% | +46.7% |
| 6M | +77.3% | -11.3% | +88.6% | +77.7% |
| YTD | +141.9% | +1.8% | +140.2% | +142.3% |
| 1Y | +120.9% | +25.3% | +95.6% | +121.1% |
| All | +180.6% | +9.1% | +171.6% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling