-34.6%
MP vs DOV
+21.2%
-55.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.6% | -4.8% |
| 7D | -12.5% | +2.2% | -14.8% | -13.7% |
| 30D | -23.3% | +11.2% | -34.5% | -27.9% |
| 3M | -24.4% | +1.6% | -25.9% | -25.0% |
| 6M | -45.8% | -3.2% | -42.5% | -44.9% |
| YTD | -28.9% | +9.7% | -38.6% | -33.4% |
| 1Y | -34.6% | +20.5% | -55.1% | -44.4% |
| All | -34.6% | +21.2% | -55.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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