+120.9%
MPC vs LTH
+54.1%
+66.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | -0.6% | +6.1% | +5.4% |
| 30D | +31.0% | -4.6% | +35.6% | +30.4% |
| 3M | +46.0% | +32.8% | +13.2% | +50.5% |
| 6M | +77.3% | +64.6% | +12.7% | +85.4% |
| YTD | +141.9% | +62.6% | +79.3% | +153.0% |
| 1Y | +120.9% | +49.9% | +71.0% | +138.1% |
| All | +120.9% | +54.1% | +66.8% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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