+601.0%
MPC vs DG
-35.8%
+636.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.4% |
| 7D | +11.2% | +0.3% | +11.0% | +11.2% |
| 30D | -14.5% | +3.2% | -17.7% | -14.5% |
| 3M | +16.7% | +10.4% | +6.2% | +16.5% |
| 6M | +67.6% | +33.2% | +34.4% | +66.7% |
| YTD | +157.9% | +3.0% | +155.0% | +157.8% |
| 1Y | +116.7% | +31.2% | +85.4% | +114.6% |
| 3Y | +199.8% | +21.8% | +177.9% | +194.9% |
| All | +601.0% | -35.8% | +636.8% | +630.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling