-40.7%
MP vs PH
+16.8%
-57.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.3% | +6.9% | -4.6% | -0.8% |
| 30D | -15.3% | +1.7% | -17.0% | -16.1% |
| 3M | -33.5% | -8.1% | -25.4% | -31.2% |
| 6M | -45.5% | +11.5% | -57.0% | -48.5% |
| YTD | -27.3% | +11.4% | -38.7% | -34.0% |
| 1Y | -40.7% | +14.1% | -54.8% | -46.3% |
| All | -40.7% | +16.8% | -57.5% | -46.3% |
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