+127.0%
MP vs DOW
-24.9%
+151.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.4% |
| 7D | -10.5% | -9.5% | -1.0% | -8.2% |
| 30D | -23.5% | +13.1% | -36.6% | -26.1% |
| 3M | -25.4% | +4.8% | -30.3% | -26.8% |
| 6M | -51.3% | -16.7% | -34.6% | -48.9% |
| YTD | -29.9% | +38.9% | -68.8% | -40.1% |
| 1Y | -31.8% | +48.3% | -80.1% | -43.5% |
| 3Y | +127.0% | -24.4% | +151.3% | +206.6% |
| All | +127.0% | -24.9% | +151.9% | +206.6% |
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 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