+678.6%
MPC vs DGX
+66.8%
+611.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +33.8% | -1.2% | +35.0% | +33.9% |
| 3M | +49.9% | +19.9% | +29.9% | +45.8% |
| 6M | +80.9% | +19.2% | +61.7% | +76.0% |
| YTD | +147.4% | +37.5% | +109.9% | +134.6% |
| 1Y | +123.2% | +31.3% | +91.9% | +113.2% |
| 3Y | +171.7% | +96.6% | +75.1% | +140.8% |
| 5Y | +678.6% | +64.3% | +614.3% | +573.4% |
| All | +678.6% | +66.8% | +611.7% | +573.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling