+191.2%
MPC vs DGX
+106.0%
+85.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.5% |
| 30D | -12.2% | +11.2% | -23.4% | -13.2% |
| 3M | +20.1% | +9.3% | +10.7% | +18.9% |
| 6M | +60.6% | +37.4% | +23.2% | +54.5% |
| YTD | +150.6% | +51.6% | +99.0% | +136.2% |
| 1Y | +104.7% | +39.3% | +65.4% | +95.9% |
| All | +191.2% | +106.0% | +85.2% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling