+167.0%
MPC vs ALHC
+25.6%
+141.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.1% | +3.2% | -4.1% |
| 7D | -12.8% | -6.2% | -6.6% | -12.8% |
| 30D | -12.7% | -9.7% | -3.1% | -12.9% |
| 3M | +27.1% | -44.7% | +71.8% | +25.1% |
| 6M | +45.8% | -58.7% | +104.5% | +43.0% |
| YTD | +134.7% | -61.7% | +196.4% | +130.3% |
| 1Y | +106.0% | -55.7% | +161.7% | +102.7% |
| All | +167.0% | +25.6% | +141.4% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling