+117.2%
MPC vs ALHC
-51.4%
+168.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.1% | -18.3% | -7.5% |
| 7D | -10.9% | -0.5% | -10.4% | -10.7% |
| 30D | -9.4% | -4.2% | -5.2% | -9.3% |
| 3M | +26.0% | -39.8% | +65.8% | +23.3% |
| 6M | +56.5% | -57.7% | +114.2% | +53.5% |
| YTD | +144.3% | -58.8% | +203.0% | +137.9% |
| 1Y | +117.2% | -52.4% | +169.6% | +113.5% |
| All | +117.2% | -51.4% | +168.7% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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