Democratic stocks outperform Republican stocks?

I'm not sure I buy this, but this "study" seems to show that the stocks of Democratic leaning companies outperform the market as a whole and outperform the stocks of Republican leaning companies. The five year span looked at in the study is pretty short, and I haven't investigated the methodology carefully, but there are all kinds of methodological pitfalls that can haunt studies of this type. Still, it would be nice to think that progressives are not only right about public policy but can win in the marketplace as well.