+3,101.0%
MPC vs DG
+362.4%
+2,738.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +5.4% | +8.4% | -3.0% | +4.0% |
| 30D | +31.0% | +4.9% | +26.0% | +29.8% |
| 3M | +46.0% | +29.3% | +16.7% | +39.4% |
| 6M | +77.3% | -11.3% | +88.6% | +80.0% |
| YTD | +141.9% | +1.8% | +140.2% | +139.1% |
| 1Y | +120.9% | +25.3% | +95.6% | +108.8% |
| 3Y | +182.7% | +9.1% | +173.6% | +164.1% |
| 5Y | +646.4% | -34.9% | +681.3% | +678.7% |
| 10Y | +1,138.7% | +108.2% | +1,030.6% | +801.5% |
| All | +3,101.0% | +362.4% | +2,738.5% | +1,187.9% |
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 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