+116.7%
MPC vs PH
+13.5%
+103.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +11.2% | +4.3% | +6.9% | +12.0% |
| 30D | -14.5% | +0.1% | -14.6% | -14.7% |
| 3M | +16.7% | -9.4% | +26.0% | +13.3% |
| 6M | +67.6% | +8.8% | +58.8% | +72.5% |
| YTD | +157.9% | +9.6% | +148.3% | +159.8% |
| 1Y | +116.7% | +14.4% | +102.2% | +118.7% |
| All | +116.7% | +13.5% | +103.2% | +118.7% |
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