-43.2%
MP vs GH
+58.5%
-101.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.3% | -2.9% |
| 7D | -3.6% | -11.2% | +7.6% | -1.0% |
| 30D | -21.0% | -7.2% | -13.7% | -19.5% |
| 3M | -33.3% | -7.1% | -26.2% | -32.4% |
| 6M | -45.9% | +62.3% | -108.3% | -51.4% |
| YTD | -27.8% | +52.1% | -79.9% | -34.8% |
| 1Y | -43.2% | +58.6% | -101.8% | -50.0% |
| All | -43.2% | +58.5% | -101.7% | -50.0% |
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