-37.3%
MP vs ALHC
-54.5%
+17.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +1.9% |
| 7D | +11.0% | -0.8% | +11.8% | +11.0% |
| 30D | -11.7% | -9.6% | -2.1% | -11.7% |
| 3M | -30.8% | -44.5% | +13.7% | -31.4% |
| 6M | -42.9% | -59.2% | +16.3% | -42.1% |
| YTD | -25.9% | -62.0% | +36.2% | -28.8% |
| 1Y | -37.3% | -54.8% | +17.5% | -45.6% |
| All | -37.3% | -54.5% | +17.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling