+1,120.5%
MPC vs DGX
+249.5%
+871.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.1% |
| 7D | +1.2% | -3.5% | +4.7% | +2.5% |
| 30D | +17.0% | -2.7% | +19.6% | +18.0% |
| 3M | +49.5% | +13.9% | +35.6% | +42.0% |
| 6M | +83.5% | +16.0% | +67.5% | +72.5% |
| YTD | +144.1% | +34.9% | +109.2% | +115.6% |
| 1Y | +119.6% | +30.6% | +89.0% | +96.0% |
| 3Y | +168.1% | +93.0% | +75.1% | +99.4% |
| 5Y | +671.3% | +64.4% | +606.9% | +499.7% |
| All | +1,120.5% | +249.5% | +871.1% | +510.4% |
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