-14.9%
HAL vs MPC
+1,171.2%
-1,186.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +6.1% | +11.2% | -5.2% | -2.1% |
| 30D | +2.9% | -14.5% | +17.4% | +14.6% |
| 3M | +3.3% | +16.7% | -13.3% | -9.7% |
| 6M | -16.9% | +67.6% | -84.5% | -45.5% |
| YTD | +21.2% | +157.9% | -136.7% | -43.7% |
| 1Y | +27.5% | +116.7% | -89.1% | -32.5% |
| 3Y | -6.4% | +199.8% | -206.2% | -63.0% |
| 5Y | +58.0% | +604.4% | -546.4% | -67.7% |
| All | -14.9% | +1,171.2% | -1,186.0% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling