-32.6%
MP vs DOW
+56.5%
-89.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +9.5% | +5.2% | +4.2% | +9.3% |
| 30D | -3.0% | +13.2% | -16.2% | -3.4% |
| 3M | -30.4% | +10.1% | -40.5% | -30.7% |
| 6M | -39.2% | -13.1% | -26.1% | -37.6% |
| YTD | -23.3% | +46.1% | -69.4% | -30.3% |
| 1Y | -32.6% | +50.0% | -82.7% | -38.6% |
| All | -32.6% | +56.5% | -89.2% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling