+127.0%
MP vs ALHC
+21.9%
+105.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.9% | +5.0% |
| 7D | -10.5% | +1.0% | -11.5% | -10.5% |
| 30D | -23.5% | -14.2% | -9.4% | -23.3% |
| 3M | -25.4% | -45.1% | +19.7% | -24.8% |
| 6M | -51.3% | -59.5% | +8.3% | -50.6% |
| YTD | -29.9% | -62.8% | +32.9% | -28.9% |
| 1Y | -31.8% | -55.5% | +23.6% | -31.3% |
| 3Y | +127.0% | +25.7% | +101.3% | +84.5% |
| All | +127.0% | +21.9% | +105.1% | +84.5% |
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