+267.3%
MP vs PH
+478.9%
-211.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | +2.3% | +6.9% | -4.6% | -2.3% |
| 30D | -15.3% | +1.7% | -17.0% | -16.5% |
| 3M | -33.5% | -8.1% | -25.4% | -29.7% |
| 6M | -45.5% | +11.5% | -57.0% | -50.4% |
| YTD | -27.3% | +11.4% | -38.7% | -34.3% |
| 1Y | -40.7% | +14.1% | -54.8% | -47.4% |
| 3Y | +145.9% | +138.2% | +7.6% | +14.6% |
| 5Y | -13.9% | +216.0% | -229.9% | -69.6% |
| All | +267.3% | +478.9% | -211.6% | +1.6% |
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