+254.1%
MP vs PH
+446.1%
-192.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.1% | +2.9% |
| 7D | -10.5% | +2.0% | -12.5% | -11.8% |
| 30D | -23.5% | -3.7% | -19.9% | -21.7% |
| 3M | -25.4% | -14.0% | -11.4% | -17.4% |
| 6M | -51.3% | +2.1% | -53.4% | -52.7% |
| YTD | -29.9% | +5.1% | -35.0% | -34.0% |
| 1Y | -31.8% | +10.9% | -42.8% | -38.4% |
| 3Y | +127.0% | +132.9% | -6.0% | +6.9% |
| 5Y | -3.3% | +200.1% | -203.4% | -64.5% |
| All | +254.1% | +446.1% | -192.0% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling