+254.1%
MP vs GH
+90.3%
+163.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.4% |
| 7D | -10.5% | -15.6% | +5.1% | -6.1% |
| 30D | -23.5% | -10.4% | -13.2% | -21.1% |
| 3M | -25.4% | -4.3% | -21.2% | -24.9% |
| 6M | -51.3% | +63.5% | -114.8% | -58.5% |
| YTD | -29.9% | +47.7% | -77.6% | -39.3% |
| 1Y | -31.8% | +56.7% | -88.6% | -42.0% |
| 3Y | +127.0% | +443.9% | -316.9% | +18.2% |
| 5Y | -3.3% | +36.9% | -40.2% | -25.9% |
| All | +254.1% | +90.3% | +163.8% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling