+153.3%
MP vs PH
+134.7%
+18.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.9% | -3.1% | +0.2% | -1.2% |
| 30D | +13.8% | -3.2% | +17.1% | +15.4% |
| 3M | -16.7% | +10.6% | -27.3% | -21.7% |
| 6M | -11.5% | -2.1% | -9.4% | -11.4% |
| YTD | +7.9% | +10.2% | -2.3% | +0.7% |
| 1Y | -15.0% | +28.2% | -43.3% | -28.0% |
| All | +153.3% | +134.7% | +18.5% | +27.5% |
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