-15.1%
MP vs DINO
+245.4%
-260.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.2% |
| 7D | -10.5% | -15.5% | +5.0% | -4.3% |
| 30D | -23.5% | -16.0% | -7.6% | -18.9% |
| 3M | -25.4% | +17.9% | -43.4% | -32.1% |
| 6M | -51.3% | +38.5% | -89.8% | -59.1% |
| YTD | -29.9% | +115.8% | -145.7% | -53.3% |
| 1Y | -31.8% | +87.1% | -119.0% | -51.3% |
| 3Y | +127.0% | +96.5% | +30.5% | +52.7% |
| All | -15.1% | +245.4% | -260.4% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling