+2,968.0%
MPC vs DG
+366.6%
+2,601.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -16.2% | +1.1% | -17.3% | -16.5% |
| 30D | -15.7% | +9.5% | -25.2% | -17.2% |
| 3M | +24.9% | +5.5% | +19.4% | +23.2% |
| 6M | +52.7% | +16.1% | +36.6% | +47.6% |
| YTD | +131.9% | +2.7% | +129.2% | +127.9% |
| 1Y | +96.6% | +42.1% | +54.6% | +81.1% |
| 3Y | +163.8% | +19.3% | +144.5% | +140.7% |
| 5Y | +533.1% | -35.3% | +568.5% | +561.0% |
| 10Y | +1,118.6% | +123.9% | +994.7% | +766.4% |
| All | +2,968.0% | +366.6% | +2,601.4% | +1,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling