+152.7%
MP vs DOW
-24.2%
+176.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.0% |
| 7D | -1.6% | -9.4% | +7.9% | +0.9% |
| 30D | -18.2% | +8.9% | -27.1% | -20.2% |
| 3M | -26.1% | +6.7% | -32.9% | -27.8% |
| 6M | -44.0% | -14.2% | -29.8% | -41.9% |
| YTD | -25.3% | +36.9% | -62.2% | -36.1% |
| 1Y | -35.6% | +45.8% | -81.3% | -46.5% |
| All | +152.7% | -24.2% | +176.9% | +224.2% |
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