+104.7%
MPC vs PH
+16.8%
+87.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.5% |
| 7D | +2.6% | +6.9% | -4.3% | +3.7% |
| 30D | -12.2% | +1.7% | -13.9% | -12.2% |
| 3M | +20.1% | -8.1% | +28.2% | +16.9% |
| 6M | +60.6% | +11.5% | +49.1% | +65.9% |
| YTD | +150.6% | +11.4% | +139.2% | +152.2% |
| 1Y | +104.7% | +14.1% | +90.6% | +105.7% |
| All | +104.7% | +16.8% | +87.8% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling