+1,079.5%
MPC vs PH
+759.6%
+319.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -3.1% |
| 7D | -16.2% | +2.0% | -18.2% | -17.3% |
| 30D | -15.7% | -3.7% | -12.0% | -14.0% |
| 3M | +24.9% | -14.0% | +38.9% | +36.8% |
| 6M | +52.7% | +2.1% | +50.5% | +46.5% |
| YTD | +131.9% | +5.1% | +126.8% | +112.6% |
| 1Y | +96.6% | +10.9% | +85.7% | +72.9% |
| 3Y | +163.8% | +132.9% | +30.8% | +26.9% |
| 5Y | +533.1% | +200.1% | +333.0% | +133.5% |
| All | +1,079.5% | +759.6% | +319.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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