+1,166.2%
MPC vs LH
+263.7%
+902.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +9.4% | +2.5% | +6.9% | +8.2% |
| 30D | -13.4% | +18.7% | -32.2% | -20.4% |
| 3M | +18.9% | +15.3% | +3.5% | +10.6% |
| 6M | +64.9% | +45.4% | +19.5% | +36.9% |
| YTD | +156.8% | +49.5% | +107.3% | +108.7% |
| 1Y | +113.2% | +41.4% | +71.8% | +78.0% |
| 3Y | +201.8% | +87.6% | +114.2% | +112.7% |
| 5Y | +601.4% | +53.8% | +547.6% | +433.5% |
| All | +1,166.2% | +263.7% | +902.6% | +491.5% |
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