+3,101.0%
MPC vs DGX
+427.6%
+2,673.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | +5.4% | -2.3% | +7.8% | +6.4% |
| 30D | +31.0% | +0.6% | +30.4% | +30.6% |
| 3M | +46.0% | +21.4% | +24.6% | +34.1% |
| 6M | +77.3% | +14.7% | +62.6% | +66.2% |
| YTD | +141.9% | +38.4% | +103.5% | +108.5% |
| 1Y | +120.9% | +34.0% | +86.9% | +92.6% |
| 3Y | +182.7% | +92.7% | +90.0% | +105.0% |
| 5Y | +646.4% | +67.7% | +578.7% | +461.9% |
| 10Y | +1,138.7% | +248.0% | +890.7% | +506.2% |
| All | +3,101.0% | +427.6% | +2,673.4% | +1,134.4% |
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 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