+685.8%
MPC vs DOW
-15.8%
+701.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +2.2% |
| 7D | +5.4% | -2.4% | +7.8% | +6.9% |
| 30D | +31.0% | +0.4% | +30.6% | +30.1% |
| 3M | +46.0% | -14.4% | +60.4% | +59.4% |
| 6M | +77.3% | -7.0% | +84.3% | +81.1% |
| YTD | +141.9% | +30.2% | +111.7% | +96.0% |
| 1Y | +120.9% | +29.2% | +91.7% | +75.6% |
| 3Y | +182.7% | -36.7% | +219.4% | +253.3% |
| 5Y | +646.4% | -37.7% | +684.1% | +821.0% |
| All | +685.8% | -15.8% | +701.6% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling