-13.9%
MP vs DOW
-27.6%
+13.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | -0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | -15.3% | +15.7% | -31.0% | -21.1% |
| 3M | -33.5% | +5.3% | -38.8% | -35.7% |
| 6M | -45.5% | -14.2% | -31.3% | -42.2% |
| YTD | -27.3% | +43.9% | -71.2% | -44.6% |
| 1Y | -40.7% | +53.1% | -93.8% | -56.9% |
| 3Y | +145.9% | -21.8% | +167.7% | +201.8% |
| 5Y | -13.9% | -28.3% | +14.4% | +13.5% |
| All | -13.9% | -27.6% | +13.7% | +13.5% |
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