+191.2%
MPC vs DG
+24.7%
+166.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -3.0% | +5.6% | +2.5% |
| 30D | -12.2% | +8.6% | -20.8% | -11.9% |
| 3M | +20.1% | +15.0% | +5.0% | +20.6% |
| 6M | +60.6% | +32.7% | +27.9% | +61.6% |
| YTD | +150.6% | +5.5% | +145.1% | +151.5% |
| 1Y | +104.7% | +34.6% | +70.0% | +105.0% |
| All | +191.2% | +24.7% | +166.5% | +176.2% |
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