+559.8%
MPC vs PH
+213.3%
+346.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -8.8% | +2.1% | -11.0% | -9.5% |
| 30D | -14.4% | +0.3% | -14.7% | -14.6% |
| 3M | +21.9% | -8.8% | +30.8% | +25.7% |
| 6M | +60.1% | +10.0% | +50.1% | +52.1% |
| YTD | +142.3% | +10.5% | +131.8% | +126.1% |
| 1Y | +101.7% | +15.5% | +86.2% | +84.0% |
| 3Y | +184.8% | +136.4% | +48.4% | +84.1% |
| All | +559.8% | +213.3% | +346.5% | +255.1% |
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