-32.6%
MP vs PH
+13.2%
-45.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +9.5% | +4.1% | +5.3% | +7.4% |
| 30D | -3.0% | -0.1% | -2.9% | -3.1% |
| 3M | -30.4% | -9.6% | -20.8% | -27.5% |
| 6M | -39.2% | +8.5% | -47.7% | -41.7% |
| YTD | -23.3% | +9.4% | -32.7% | -29.0% |
| 1Y | -32.6% | +14.2% | -46.8% | -38.9% |
| All | -32.6% | +13.2% | -45.9% | -38.9% |
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