+58.1%
MP vs DOW
-37.6%
+95.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.8% |
| 7D | -2.9% | -2.4% | -0.5% | -1.8% |
| 30D | +13.8% | +0.4% | +13.4% | +13.0% |
| 3M | -16.7% | -14.4% | -2.3% | -11.2% |
| 6M | -11.5% | -7.0% | -4.5% | -12.9% |
| YTD | +7.9% | +30.2% | -22.3% | -13.5% |
| 1Y | -15.0% | +29.2% | -44.2% | -33.9% |
| 3Y | +153.5% | -36.7% | +190.2% | +261.7% |
| All | +58.1% | -37.6% | +95.7% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling