+1,166.2%
MPC vs DGX
+279.7%
+886.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +9.4% | +1.9% | +7.5% | +8.7% |
| 30D | -13.4% | +12.7% | -26.1% | -17.2% |
| 3M | +18.9% | +9.6% | +9.3% | +14.7% |
| 6M | +64.9% | +37.6% | +27.3% | +45.7% |
| YTD | +156.8% | +52.1% | +104.7% | +116.7% |
| 1Y | +113.2% | +41.3% | +71.9% | +85.1% |
| 3Y | +201.8% | +106.9% | +94.9% | +119.3% |
| 5Y | +601.4% | +90.7% | +510.7% | +413.7% |
| All | +1,166.2% | +279.7% | +886.5% | +503.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling