-40.7%
MP vs DOV
+17.6%
-58.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | -15.3% | +11.3% | -26.6% | -20.1% |
| 3M | -33.5% | +2.2% | -35.7% | -34.2% |
| 6M | -45.5% | -2.9% | -42.6% | -45.0% |
| YTD | -27.3% | +9.6% | -36.9% | -30.5% |
| 1Y | -40.7% | +16.7% | -57.4% | -43.7% |
| All | -40.7% | +17.6% | -58.3% | -43.7% |
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