-34.6%
MP vs PH
+20.3%
-54.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -3.8% |
| 7D | -12.5% | -0.2% | -12.4% | -12.4% |
| 30D | -23.3% | -6.7% | -16.6% | -21.4% |
| 3M | -24.4% | -8.1% | -16.2% | -22.4% |
| 6M | -45.8% | +5.3% | -51.1% | -46.6% |
| YTD | -28.9% | +4.2% | -33.1% | -29.0% |
| 1Y | -34.6% | +19.3% | -53.9% | -30.3% |
| All | -34.6% | +20.3% | -54.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling