+58.1%
MP vs ALHC
-33.5%
+91.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.9% |
| 3M | -16.7% | -10.2% | -6.5% | -17.2% |
| 6M | -11.5% | -28.3% | +16.8% | -10.0% |
| YTD | +7.9% | -31.4% | +39.4% | +10.3% |
| 1Y | -15.0% | -16.9% | +1.9% | -16.3% |
| 3Y | +153.5% | +135.5% | +18.0% | +78.3% |
| All | +58.1% | -33.5% | +91.6% | +11.0% |
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