-7.8%
MP vs LTH
+155.3%
-163.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.3% |
| 7D | -19.0% | +5.3% | -24.3% | -20.6% |
| 30D | -30.5% | +18.3% | -48.7% | -34.6% |
| 3M | -29.6% | +5.4% | -35.0% | -31.3% |
| 6M | -50.4% | +62.5% | -113.0% | -59.2% |
| YTD | -33.2% | +79.6% | -112.9% | -47.5% |
| 1Y | -38.6% | +88.1% | -126.7% | -52.7% |
| 3Y | +105.5% | +272.5% | -167.0% | +10.6% |
| 5Y | -7.8% | +146.1% | -154.0% | -47.6% |
| All | -7.8% | +155.3% | -163.2% | -47.6% |
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