Every few years this chart comes up and I am a bit skeptical as to its significance. This is since 1928 which is 84 years. Congressional terms are 2 years. So this is 42 data points. I kind of doubt that is enough to separate an 18% return from a 13% return. Just saying.
Here is the data best that I can reproduce it. DJIA is from FRED. Party in control is from here and here and here.
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