+58.1%
MP vs GH
+23.4%
+34.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | -16.7% | +21.3% | -38.0% | -21.6% |
| 6M | -11.5% | +73.5% | -85.0% | -25.4% |
| YTD | +7.9% | +58.0% | -50.1% | -7.0% |
| 1Y | -15.0% | +163.1% | -178.1% | -37.9% |
| 3Y | +153.5% | +361.0% | -207.5% | +45.1% |
| All | +58.1% | +23.4% | +34.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling