+117.2%
MPC vs DGX
+45.0%
+72.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -7.9% |
| 7D | -10.9% | +4.1% | -15.0% | -10.7% |
| 30D | -9.4% | +10.5% | -19.9% | -9.2% |
| 3M | +26.0% | +9.8% | +16.2% | +26.5% |
| 6M | +56.5% | +34.6% | +22.0% | +57.5% |
| YTD | +144.3% | +49.8% | +94.4% | +142.2% |
| 1Y | +117.2% | +46.0% | +71.2% | +119.3% |
| All | +117.2% | +45.0% | +72.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling