+3,005.7%
MPC vs PH
+1,235.7%
+1,770.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.6% |
| 7D | -12.8% | -3.9% | -8.9% | -10.5% |
| 30D | -12.7% | -9.4% | -3.3% | -7.4% |
| 3M | +27.1% | -10.3% | +37.4% | +34.8% |
| 6M | +45.8% | +2.7% | +43.1% | +39.3% |
| YTD | +134.7% | +2.1% | +132.6% | +120.2% |
| 1Y | +106.0% | +16.2% | +89.8% | +75.9% |
| 3Y | +165.5% | +129.3% | +36.2% | +34.2% |
| 5Y | +540.9% | +191.7% | +349.2% | +156.5% |
| 10Y | +1,133.6% | +759.2% | +374.4% | +126.1% |
| All | +3,005.7% | +1,235.7% | +1,770.0% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling