+254.1%
MP vs DOW
+5.7%
+248.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.8% |
| 7D | -10.5% | -9.5% | -1.0% | -6.2% |
| 30D | -23.5% | +13.1% | -36.6% | -28.2% |
| 3M | -25.4% | +4.8% | -30.3% | -27.9% |
| 6M | -51.3% | -16.7% | -34.6% | -47.6% |
| YTD | -29.9% | +38.9% | -68.8% | -45.7% |
| 1Y | -31.8% | +48.3% | -80.1% | -49.7% |
| 3Y | +127.0% | -24.4% | +151.3% | +161.0% |
| 5Y | -3.3% | -29.2% | +25.9% | +17.9% |
| All | +254.1% | +5.7% | +248.4% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling