+556.2%
MPC vs LTH
+184.4%
+371.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -16.2% | +4.5% | -20.7% | -16.6% |
| 30D | -15.7% | +16.3% | -32.1% | -17.0% |
| 3M | +24.9% | +8.4% | +16.5% | +23.8% |
| 6M | +52.7% | +40.3% | +12.4% | +47.4% |
| YTD | +131.9% | +77.3% | +54.6% | +117.3% |
| 1Y | +96.6% | +88.0% | +8.7% | +82.9% |
| 3Y | +163.8% | +274.3% | -110.5% | +124.1% |
| 5Y | +533.1% | +142.9% | +390.2% | +440.3% |
| All | +556.2% | +184.4% | +371.8% | +464.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling