+1,135.3%
MPC vs PH
+725.6%
+409.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.9% |
| 7D | +2.6% | +6.9% | -4.3% | -1.9% |
| 30D | -12.2% | +1.7% | -13.9% | -13.5% |
| 3M | +20.1% | -8.1% | +28.2% | +26.0% |
| 6M | +60.6% | +11.5% | +49.1% | +45.3% |
| YTD | +150.6% | +11.4% | +139.2% | +121.1% |
| 1Y | +104.7% | +14.1% | +90.6% | +77.0% |
| 3Y | +194.5% | +138.2% | +56.2% | +40.1% |
| 5Y | +582.3% | +216.0% | +366.3% | +143.2% |
| 10Y | +1,135.3% | +710.0% | +425.3% | +96.6% |
| All | +1,135.3% | +725.6% | +409.7% | +96.6% |
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