+153.3%
MP vs ALHC
+136.3%
+17.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +13.8% | -1.0% | +14.8% | +13.8% |
| 3M | -16.7% | -10.2% | -6.5% | -17.0% |
| 6M | -11.5% | -28.3% | +16.8% | -10.9% |
| YTD | +7.9% | -31.4% | +39.4% | +8.9% |
| 1Y | -15.0% | -16.9% | +1.9% | -15.5% |
| All | +153.3% | +136.3% | +17.0% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling