+642.2%
MPC vs PH
+254.3%
+387.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | -3.1% | +8.5% | +6.6% |
| 30D | +31.0% | -3.2% | +34.2% | +32.2% |
| 3M | +46.0% | +10.6% | +35.4% | +39.0% |
| 6M | +77.3% | -2.1% | +79.4% | +75.8% |
| YTD | +141.9% | +10.2% | +131.7% | +126.6% |
| 1Y | +120.9% | +28.2% | +92.7% | +91.8% |
| 3Y | +182.7% | +134.9% | +47.8% | +83.1% |
| All | +642.2% | +254.3% | +387.9% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling