Not sure how to use that tool. Couldn't find a chart.
Here are some numbers from CMC http://www.cmcmarkets.com.sg/why-cmc/newsroom/news-releases .
Starting in 1900, average annual stock market returns under:
R - McKinley 1900-1901 +6.4%
R - T Roosevelt 1901-1909 +1.5%
R - Taft 1909-1913 -0.3%
D - Wilson 1913-1921 -0.9%
R - Harding 1921-1923 +6.7%
R - Coolidge 1923-1929 +48.1%
R - Hoover 1929-1933 -21.0%
D - F Roosevelt 1933-1945 +16.7%
D - Truman 1945-1953 +11.5%
R - Eisenhower 1953-1961 +13.9%
D - Kennedy 1961-1963 +8.0%
D - Johnson 1963-1969 +4.8%
R - Nixon 1969-1974 -3.5%
R - Ford 1974-1977 +13.5%
D - Carter 1977-1981 -1.0%
R - Reagan 1981-1989 +15.6%
R - Bush Sr 1989-1993 +13.1%
D - Clinton 1993-2001 +28.3%
R - Bush Jr 2001-2009 -2.3%
D - Obama 2009-13 (First Term S&P500, my calculation) +11.4%
Or put another way, Democrats have returned 9.1% annually and Republicans have returned 4.7%.
"Although the Republicans are widely seen as being generally more favourable to business, since 1900, stock markets have actually performed better under Democratic presidents.
Although the Republicans have spent more time in office over the last 112 [sic] years, the Democrats have posted an average return over month (0.73% to 0.38%) and average monthly return over the same month a year earlier (8.00% to 6.37%).
Normally one would expect higher returns to come with higher risk but under the Democrats, risk as measured by the standard deviation has been lower based on both monthly (5.22% vs 5.56%) and yearly (20.25% vs 22.13%) volatility. " - cmc markets