+534.5%
MPC vs DOV
+25.3%
+509.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.5% |
| 7D | -16.2% | -1.9% | -14.3% | -15.6% |
| 30D | -15.7% | +8.3% | -24.0% | -18.6% |
| 3M | +24.9% | -3.1% | +28.0% | +26.1% |
| 6M | +52.7% | -9.8% | +62.5% | +58.1% |
| YTD | +131.9% | +5.2% | +126.7% | +120.5% |
| 1Y | +96.6% | +15.3% | +81.3% | +78.1% |
| 3Y | +163.8% | +58.8% | +105.0% | +101.5% |
| All | +534.5% | +25.3% | +509.2% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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