+20.7%
MP vs LTH
+186.8%
-166.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | -15.3% | +17.7% | -33.0% | -20.2% |
| 3M | -33.5% | +8.5% | -42.0% | -35.7% |
| 6M | -45.5% | +46.9% | -92.5% | -53.3% |
| YTD | -27.3% | +78.8% | -106.1% | -42.6% |
| 1Y | -40.7% | +84.9% | -125.6% | -53.8% |
| 3Y | +145.9% | +246.4% | -100.5% | +38.2% |
| 5Y | -13.9% | +129.6% | -143.5% | -51.5% |
| All | +20.7% | +186.8% | -166.1% | -33.0% |
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