+237.4%
MP vs PH
+430.9%
-193.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.1% | -4.7% |
| 7D | -19.0% | -3.9% | -15.1% | -16.7% |
| 30D | -30.5% | -9.4% | -21.1% | -25.6% |
| 3M | -29.6% | -10.3% | -19.3% | -24.7% |
| 6M | -50.4% | +2.7% | -53.1% | -52.1% |
| YTD | -33.2% | +2.1% | -35.4% | -35.9% |
| 1Y | -38.6% | +16.2% | -54.8% | -46.9% |
| 3Y | +105.5% | +129.3% | -23.8% | -2.4% |
| 5Y | -7.8% | +191.7% | -199.6% | -65.5% |
| All | +237.4% | +430.9% | -193.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling