+116.3%
MP vs ALHC
+25.6%
+90.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.1% | +1.1% | -5.9% |
| 7D | -19.0% | -6.2% | -12.8% | -18.9% |
| 30D | -30.5% | -9.7% | -20.8% | -30.3% |
| 3M | -29.6% | -44.7% | +15.2% | -29.0% |
| 6M | -50.4% | -58.7% | +8.3% | -49.7% |
| YTD | -33.2% | -61.7% | +28.5% | -32.3% |
| 1Y | -38.6% | -55.7% | +17.1% | -38.1% |
| All | +116.3% | +25.6% | +90.7% | +75.7% |
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