+254.1%
MP vs DOV
+133.1%
+121.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.4% |
| 7D | -10.5% | -1.9% | -8.6% | -9.2% |
| 30D | -23.5% | +8.3% | -31.8% | -28.6% |
| 3M | -25.4% | -3.1% | -22.4% | -23.6% |
| 6M | -51.3% | -9.8% | -41.4% | -47.4% |
| YTD | -29.9% | +5.2% | -35.1% | -34.4% |
| 1Y | -31.8% | +15.3% | -47.2% | -41.3% |
| 3Y | +127.0% | +58.8% | +68.2% | +36.5% |
| 5Y | -3.3% | +26.6% | -29.8% | -28.7% |
| All | +254.1% | +133.1% | +121.0% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling