+601.0%
MPC vs LTH
+137.1%
+463.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.2% |
| 7D | +11.2% | -1.3% | +12.5% | +11.3% |
| 30D | -14.5% | +15.7% | -30.2% | -15.7% |
| 3M | +16.7% | +5.0% | +11.7% | +16.0% |
| 6M | +67.6% | +37.7% | +29.9% | +61.9% |
| YTD | +157.9% | +75.0% | +82.9% | +141.6% |
| 1Y | +116.7% | +82.6% | +34.0% | +101.8% |
| 3Y | +199.8% | +241.3% | -41.5% | +156.2% |
| All | +601.0% | +137.1% | +463.9% | +498.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling