-34.6%
MP vs LTH
+84.0%
-118.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.3% | -11.4% | -5.6% |
| 7D | -12.5% | +9.9% | -22.4% | -13.3% |
| 30D | -23.3% | +18.3% | -41.6% | -24.6% |
| 3M | -24.4% | +5.9% | -30.3% | -24.6% |
| 6M | -45.8% | +80.3% | -126.1% | -52.0% |
| YTD | -28.9% | +78.3% | -107.2% | -37.6% |
| 1Y | -34.6% | +81.0% | -115.6% | -42.8% |
| All | -34.6% | +84.0% | -118.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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