+1,106.2%
MPC vs PH
+778.3%
+327.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +1.8% |
| 7D | -9.4% | +3.0% | -12.5% | -11.1% |
| 30D | -14.3% | -0.6% | -13.7% | -14.3% |
| 3M | +31.1% | -10.7% | +41.8% | +40.1% |
| 6M | +60.3% | +9.1% | +51.2% | +47.1% |
| YTD | +142.5% | +9.5% | +133.0% | +116.4% |
| 1Y | +104.6% | +14.0% | +90.5% | +76.8% |
| 3Y | +191.7% | +138.9% | +52.8% | +38.4% |
| 5Y | +549.2% | +209.1% | +340.1% | +135.4% |
| 10Y | +1,106.2% | +737.3% | +368.9% | +93.3% |
| All | +1,106.2% | +778.3% | +327.9% | +93.3% |
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