+96.6%
MPC vs LTH
+84.4%
+12.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.4% |
| 7D | -16.2% | +4.5% | -20.7% | -15.6% |
| 30D | -15.7% | +16.3% | -32.1% | -14.3% |
| 3M | +24.9% | +8.4% | +16.5% | +26.1% |
| 6M | +52.7% | +40.3% | +12.4% | +58.4% |
| YTD | +131.9% | +77.3% | +54.6% | +141.9% |
| 1Y | +96.6% | +88.0% | +8.7% | +103.8% |
| All | +96.6% | +84.4% | +12.2% | +103.8% |
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