+101.9%
MPC vs LH
+49.3%
+52.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.6% |
| 7D | -9.4% | +4.6% | -14.0% | -9.4% |
| 30D | -14.3% | +19.1% | -33.4% | -15.0% |
| 3M | +31.1% | +16.7% | +14.4% | +30.3% |
| 6M | +60.3% | +47.0% | +13.2% | +56.8% |
| YTD | +142.5% | +49.3% | +93.2% | +132.4% |
| All | +101.9% | +49.3% | +52.6% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling