+153.3%
MP vs DOW
-36.6%
+189.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.2% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | +13.8% | +0.4% | +13.4% | +13.3% |
| 3M | -16.7% | -14.4% | -2.3% | -13.1% |
| 6M | -11.5% | -7.0% | -4.5% | -12.4% |
| YTD | +7.9% | +30.2% | -22.3% | -6.7% |
| 1Y | -15.0% | +29.2% | -44.2% | -27.7% |
| All | +153.3% | -36.6% | +189.9% | +290.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling