-19.3%
MP vs GH
+47.1%
-66.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +11.0% | +0.9% | +10.1% | +10.7% |
| 30D | -11.7% | -4.5% | -7.3% | -10.6% |
| 3M | -30.8% | -6.2% | -24.6% | -29.9% |
| 6M | -42.9% | +55.0% | -97.9% | -50.1% |
| YTD | -25.9% | +51.6% | -77.5% | -35.6% |
| 1Y | -37.3% | +58.3% | -95.6% | -46.2% |
| 3Y | +150.7% | +617.6% | -466.9% | +25.7% |
| 5Y | -19.3% | +49.2% | -68.5% | -39.0% |
| All | -19.3% | +47.1% | -66.3% | -39.0% |
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 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