+120.8%
MPC vs DGX
+32.7%
+88.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +14.0% | -1.2% | +15.2% | +13.9% |
| 3M | +52.2% | +15.8% | +36.5% | +52.1% |
| 6M | +75.8% | +18.2% | +57.6% | +75.8% |
| YTD | +146.3% | +37.2% | +109.1% | +142.4% |
| 1Y | +120.8% | +30.4% | +90.4% | +120.6% |
| All | +120.8% | +32.7% | +88.1% | +120.6% |
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