-15.0%
MP vs DINO
+111.1%
-126.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -2.9% | +5.7% | -8.6% | -4.0% |
| 30D | +13.8% | +27.8% | -14.0% | +8.1% |
| 3M | -16.7% | +45.6% | -62.3% | -23.0% |
| 6M | -11.5% | +88.5% | -100.0% | -24.9% |
| YTD | +7.9% | +134.1% | -126.2% | -19.6% |
| 1Y | -15.0% | +111.1% | -126.1% | -35.0% |
| All | -15.0% | +111.1% | -126.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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