+642.2%
MPC vs LH
+31.5%
+610.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +5.4% | -2.5% | +7.9% | +6.0% |
| 30D | +31.0% | +4.3% | +26.6% | +29.8% |
| 3M | +46.0% | +25.5% | +20.5% | +38.8% |
| 6M | +77.3% | +17.0% | +60.3% | +71.0% |
| YTD | +141.9% | +31.3% | +110.6% | +126.8% |
| 1Y | +120.9% | +20.0% | +100.9% | +111.3% |
| 3Y | +182.7% | +63.9% | +118.8% | +149.9% |
| All | +642.2% | +31.5% | +610.8% | +545.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling