+127.0%
MP vs PH
+135.3%
-8.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.1% | +3.4% |
| 7D | -10.5% | +2.0% | -12.5% | -11.4% |
| 30D | -23.5% | -3.7% | -19.9% | -22.1% |
| 3M | -25.4% | -14.0% | -11.4% | -19.3% |
| 6M | -51.3% | +2.1% | -53.4% | -52.3% |
| YTD | -29.9% | +5.1% | -35.0% | -33.0% |
| 1Y | -31.8% | +10.9% | -42.8% | -36.8% |
| 3Y | +127.0% | +132.9% | -6.0% | -4.1% |
| All | +127.0% | +135.3% | -8.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling