-31.8%
MP vs DOV
+14.1%
-45.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.6% |
| 7D | -10.5% | -1.9% | -8.6% | -9.5% |
| 30D | -23.5% | +8.3% | -31.8% | -26.9% |
| 3M | -25.4% | -3.1% | -22.4% | -23.9% |
| 6M | -51.3% | -9.8% | -41.4% | -48.3% |
| YTD | -29.9% | +5.2% | -35.1% | -32.2% |
| 1Y | -31.8% | +15.3% | -47.2% | -38.6% |
| All | -31.8% | +14.1% | -45.9% | -38.6% |
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