+1,106.2%
MPC vs LH
+259.5%
+846.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.0% |
| 7D | -9.4% | +4.6% | -14.0% | -11.4% |
| 30D | -14.3% | +19.1% | -33.4% | -21.3% |
| 3M | +31.1% | +16.7% | +14.4% | +21.3% |
| 6M | +60.3% | +47.0% | +13.2% | +32.4% |
| YTD | +142.5% | +49.3% | +93.2% | +97.3% |
| 1Y | +104.6% | +48.6% | +56.0% | +66.7% |
| 3Y | +191.7% | +87.8% | +103.9% | +105.7% |
| 5Y | +549.2% | +65.0% | +484.2% | +372.1% |
| 10Y | +1,106.2% | +275.0% | +831.2% | +466.6% |
| All | +1,106.2% | +259.5% | +846.8% | +466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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