-7.8%
MP vs PH
+187.9%
-195.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.1% | -4.6% |
| 7D | -19.0% | -3.9% | -15.1% | -16.6% |
| 30D | -30.5% | -9.4% | -21.1% | -25.4% |
| 3M | -29.6% | -10.3% | -19.3% | -24.5% |
| 6M | -50.4% | +2.7% | -53.1% | -52.2% |
| YTD | -33.2% | +2.1% | -35.4% | -36.1% |
| 1Y | -38.6% | +16.2% | -54.8% | -47.4% |
| 3Y | +105.5% | +129.3% | -23.8% | -11.8% |
| 5Y | -7.8% | +191.7% | -199.6% | -69.8% |
| All | -7.8% | +187.9% | -195.7% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling