+672.2%
MPC vs ALHC
-61.5%
+733.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.2% |
| 7D | -16.2% | +1.0% | -17.2% | -16.2% |
| 30D | -15.7% | -14.2% | -1.6% | -15.6% |
| 3M | +24.9% | -45.1% | +70.0% | +25.3% |
| 6M | +52.7% | -59.5% | +112.2% | +53.5% |
| YTD | +131.9% | -62.8% | +194.7% | +133.3% |
| 1Y | +96.6% | -55.5% | +152.1% | +97.1% |
| 3Y | +163.8% | +25.7% | +138.1% | +152.2% |
| 5Y | +533.1% | -66.8% | +599.9% | +537.5% |
| All | +672.2% | -61.5% | +733.6% | +644.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling