+687.8%
MPC vs DOW
-11.5%
+699.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.5% |
| 7D | -9.4% | -9.4% | 0.0% | -3.5% |
| 30D | -14.3% | +8.9% | -23.3% | -18.8% |
| 3M | +31.1% | +6.7% | +24.4% | +25.2% |
| 6M | +60.3% | -14.2% | +74.5% | +74.3% |
| YTD | +142.5% | +36.9% | +105.6% | +90.1% |
| 1Y | +104.6% | +45.8% | +58.8% | +52.6% |
| 3Y | +191.7% | -23.9% | +215.6% | +220.0% |
| 5Y | +549.2% | -30.8% | +580.0% | +644.8% |
| All | +687.8% | -11.5% | +699.2% | +561.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling