+104.7%
MPC vs LTH
+90.2%
+14.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | -12.2% | +17.7% | -29.9% | -10.5% |
| 3M | +20.1% | +8.5% | +11.6% | +21.3% |
| 6M | +60.6% | +46.9% | +13.7% | +67.6% |
| YTD | +150.6% | +78.8% | +71.8% | +162.1% |
| 1Y | +104.7% | +84.9% | +19.7% | +113.8% |
| All | +104.7% | +90.2% | +14.5% | +113.8% |
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