+163.8%
MPC vs LH
+80.4%
+83.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -16.2% | +1.4% | -17.6% | -16.4% |
| 30D | -15.7% | +17.5% | -33.2% | -18.7% |
| 3M | +24.9% | +16.1% | +8.8% | +20.7% |
| 6M | +52.7% | +43.4% | +9.3% | +40.0% |
| YTD | +131.9% | +47.2% | +84.7% | +110.0% |
| 1Y | +96.6% | +50.1% | +46.5% | +77.1% |
| 3Y | +163.8% | +81.2% | +82.6% | +109.1% |
| All | +163.8% | +80.4% | +83.4% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling