-34.6%
MP vs GH
+80.5%
-115.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -4.3% |
| 7D | -12.5% | -7.7% | -4.9% | -11.0% |
| 30D | -23.3% | -10.0% | -13.4% | -21.9% |
| 3M | -24.4% | +5.5% | -29.9% | -25.4% |
| 6M | -45.8% | +84.9% | -130.7% | -52.8% |
| YTD | -28.9% | +65.0% | -94.0% | -36.9% |
| 1Y | -34.6% | +71.8% | -106.4% | -43.9% |
| All | -34.6% | +80.5% | -115.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling