+1,171.8%
MPC vs PH
+700.2%
+471.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +11.2% | +4.3% | +6.9% | +8.1% |
| 30D | -14.5% | +0.1% | -14.6% | -14.9% |
| 3M | +16.7% | -9.4% | +26.0% | +23.5% |
| 6M | +67.6% | +8.8% | +58.8% | +54.1% |
| YTD | +157.9% | +9.6% | +148.3% | +129.9% |
| 1Y | +116.7% | +14.4% | +102.2% | +86.7% |
| 3Y | +199.8% | +134.5% | +65.2% | +44.0% |
| 5Y | +604.4% | +204.4% | +400.0% | +158.5% |
| All | +1,171.8% | +700.2% | +471.5% | +104.9% |
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