+19.8%
MP vs LTH
+186.2%
-166.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | -3.6% | +6.4% | -10.0% | -5.9% |
| 30D | -21.0% | +16.7% | -37.7% | -25.4% |
| 3M | -33.3% | +11.7% | -45.0% | -36.2% |
| 6M | -45.9% | +48.5% | -94.4% | -53.8% |
| YTD | -27.8% | +78.4% | -106.2% | -43.0% |
| 1Y | -43.2% | +89.7% | -132.9% | -56.2% |
| 3Y | +144.0% | +245.6% | -101.6% | +37.3% |
| 5Y | -6.1% | +142.7% | -148.8% | -47.6% |
| All | +19.8% | +186.2% | -166.4% | -33.4% |
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