-15.1%
MP vs LTH
+142.9%
-158.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.3% | +5.4% |
| 7D | -10.5% | +4.5% | -15.0% | -12.1% |
| 30D | -23.5% | +16.3% | -39.9% | -27.7% |
| 3M | -25.4% | +8.4% | -33.8% | -28.0% |
| 6M | -51.3% | +40.3% | -91.5% | -57.6% |
| YTD | -29.9% | +77.3% | -107.2% | -44.7% |
| 1Y | -31.8% | +88.0% | -119.8% | -47.5% |
| 3Y | +127.0% | +274.3% | -147.3% | +21.9% |
| All | -15.1% | +142.9% | -158.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling