+287.6%
MP vs GH
+91.3%
+196.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.1% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | -3.0% | -6.9% | +3.9% | -0.9% |
| 3M | -30.4% | -4.9% | -25.4% | -29.7% |
| 6M | -39.2% | +54.1% | -93.2% | -47.3% |
| YTD | -23.3% | +48.5% | -71.8% | -33.6% |
| 1Y | -32.6% | +61.2% | -93.8% | -43.2% |
| 3Y | +159.3% | +570.3% | -411.1% | +26.5% |
| 5Y | -16.4% | +46.1% | -62.6% | -37.6% |
| All | +287.6% | +91.3% | +196.3% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling