+58.1%
MP vs DOV
+17.7%
+40.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +0.6% |
| 7D | -2.9% | -2.7% | -0.2% | -0.6% |
| 30D | +13.8% | -8.1% | +21.9% | +22.5% |
| 3M | -16.7% | -9.4% | -7.3% | -10.1% |
| 6M | -11.5% | -12.6% | +1.1% | -1.7% |
| YTD | +7.9% | -0.5% | +8.4% | +5.9% |
| 1Y | -15.0% | +9.2% | -24.3% | -24.8% |
| 3Y | +153.5% | +34.1% | +119.4% | +73.1% |
| All | +58.1% | +17.7% | +40.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling