+27.4%
MP vs LTH
+180.7%
-153.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +9.5% | -1.3% | +10.7% | +9.8% |
| 30D | -3.0% | +15.7% | -18.6% | -8.1% |
| 3M | -30.4% | +5.0% | -35.4% | -32.0% |
| 6M | -39.2% | +37.7% | -76.9% | -46.6% |
| YTD | -23.3% | +75.0% | -98.3% | -39.0% |
| 1Y | -32.6% | +82.6% | -115.3% | -47.4% |
| 3Y | +159.3% | +241.3% | -82.0% | +46.3% |
| 5Y | -16.4% | +135.4% | -151.9% | -52.7% |
| All | +27.4% | +180.7% | -153.4% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling