+153.3%
MP vs LTH
+152.2%
+1.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | +13.8% | -4.6% | +18.4% | +15.0% |
| 3M | -16.7% | +32.8% | -49.5% | -23.2% |
| 6M | -11.5% | +64.6% | -76.1% | -23.4% |
| YTD | +7.9% | +62.6% | -54.7% | -6.7% |
| 1Y | -15.0% | +49.9% | -65.0% | -25.1% |
| All | +153.3% | +152.2% | +1.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling