+274.5%
MP vs DINO
+294.5%
-20.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | +11.0% | +4.5% | +6.5% | +9.4% |
| 30D | -11.7% | -20.3% | +8.6% | -5.3% |
| 3M | -30.8% | +16.2% | -47.0% | -35.3% |
| 6M | -42.9% | +44.1% | -87.0% | -50.9% |
| YTD | -25.9% | +126.9% | -152.7% | -47.0% |
| 1Y | -37.3% | +94.0% | -131.3% | -52.5% |
| 3Y | +150.7% | +114.2% | +36.4% | +78.4% |
| 5Y | -19.3% | +250.8% | -270.0% | -51.3% |
| All | +274.5% | +294.5% | -20.0% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling