+3,312.9%
MPC vs DGX
+479.7%
+2,833.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +11.2% | +1.6% | +9.7% | +10.6% |
| 30D | -14.5% | +11.2% | -25.7% | -18.2% |
| 3M | +16.7% | +10.4% | +6.3% | +11.8% |
| 6M | +67.6% | +37.1% | +30.5% | +46.2% |
| YTD | +157.9% | +52.1% | +105.8% | +113.6% |
| 1Y | +116.7% | +40.7% | +75.9% | +85.4% |
| 3Y | +199.8% | +107.6% | +92.2% | +111.2% |
| 5Y | +604.4% | +90.6% | +513.8% | +401.8% |
| 10Y | +1,171.5% | +287.9% | +883.5% | +494.3% |
| All | +3,312.9% | +479.7% | +2,833.3% | +1,164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling