-18.6%
HAL vs MPC
+1,096.9%
-1,115.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.6% |
| 7D | -12.0% | -16.2% | +4.2% | +0.1% |
| 30D | +0.3% | -15.7% | +16.0% | +12.8% |
| 3M | -1.6% | +24.9% | -26.5% | -18.6% |
| 6M | -20.5% | +52.7% | -73.1% | -44.0% |
| YTD | +14.2% | +131.9% | -117.6% | -42.5% |
| 1Y | +18.9% | +96.6% | -77.8% | -32.3% |
| 3Y | -13.7% | +163.8% | -177.5% | -62.4% |
| 5Y | +42.2% | +533.1% | -490.9% | -68.5% |
| All | -18.6% | +1,096.9% | -1,115.4% | -88.3% |
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