-11.7%
MP vs DINO
+118.1%
-129.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | +1.0% |
| 7D | +3.0% | +4.2% | -1.1% | +2.1% |
| 30D | +8.3% | +33.9% | -25.5% | +2.0% |
| 3M | -3.8% | +50.5% | -54.4% | -11.7% |
| 6M | -4.9% | +95.2% | -100.1% | -19.9% |
| YTD | +9.6% | +140.6% | -131.0% | -18.6% |
| 1Y | -11.7% | +119.0% | -130.7% | -33.6% |
| All | -11.7% | +118.1% | -129.8% | -33.6% |
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