-34.6%
MP vs DINO
+105.4%
-140.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.8% | +2.7% | -4.6% |
| 7D | -12.5% | -6.6% | -5.9% | -12.1% |
| 30D | -23.3% | -9.2% | -14.1% | -23.4% |
| 3M | -24.4% | +19.2% | -43.6% | -27.9% |
| 6M | -45.8% | +47.6% | -93.3% | -49.9% |
| YTD | -28.9% | +132.2% | -161.2% | -45.1% |
| 1Y | -34.6% | +102.0% | -136.6% | -44.4% |
| All | -34.6% | +105.4% | -140.0% | -44.4% |
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