+705.6%
MPC vs ALHC
-28.9%
+734.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -0.6% | +6.0% | +5.4% |
| 30D | +31.0% | -1.0% | +32.0% | +31.0% |
| 3M | +46.0% | -10.2% | +56.2% | +45.8% |
| 6M | +77.3% | -28.3% | +105.6% | +77.7% |
| YTD | +141.9% | -31.4% | +173.4% | +142.5% |
| 1Y | +120.9% | -16.9% | +137.8% | +120.5% |
| 3Y | +182.7% | +135.5% | +47.2% | +168.5% |
| 5Y | +646.4% | -33.6% | +680.1% | +644.3% |
| All | +705.6% | -28.9% | +734.6% | +673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling