+101.7%
MPC vs PH
+14.9%
+86.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | +0.1% |
| 7D | -8.8% | +2.1% | -11.0% | -8.7% |
| 30D | -14.4% | +0.3% | -14.7% | -14.6% |
| 3M | +21.9% | -8.8% | +30.8% | +18.7% |
| 6M | +60.1% | +10.0% | +50.1% | +64.9% |
| YTD | +142.3% | +10.5% | +131.8% | +142.3% |
| 1Y | +101.7% | +15.5% | +86.2% | +99.9% |
| All | +101.7% | +14.9% | +86.8% | +99.9% |
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 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