-7.8%
MP vs ALHC
-62.4%
+54.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.1% | +1.1% | -5.2% |
| 7D | -19.0% | -6.2% | -12.8% | -18.4% |
| 30D | -30.5% | -9.7% | -20.8% | -29.9% |
| 3M | -29.6% | -44.7% | +15.2% | -24.8% |
| 6M | -50.4% | -58.7% | +8.3% | -46.1% |
| YTD | -33.2% | -61.7% | +28.5% | -27.1% |
| 1Y | -38.6% | -55.7% | +17.1% | -34.7% |
| 3Y | +105.5% | +25.6% | +79.9% | +57.7% |
| 5Y | -7.8% | -65.8% | +58.0% | -36.4% |
| All | -7.8% | -62.4% | +54.6% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling