-9.7%
HAL vs MPC
+2,849.2%
-2,858.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | -12.0% | -16.2% | +4.2% | -1.6% |
| 30D | +0.3% | -15.7% | +16.0% | +11.0% |
| 3M | -1.6% | +24.9% | -26.5% | -16.2% |
| 6M | -20.5% | +52.7% | -73.1% | -40.9% |
| YTD | +14.2% | +131.9% | -117.6% | -36.1% |
| 1Y | +18.9% | +96.6% | -77.8% | -26.1% |
| 3Y | -13.7% | +163.8% | -177.5% | -56.8% |
| 5Y | +42.2% | +533.1% | -490.9% | -58.6% |
| 10Y | -16.7% | +1,118.6% | -1,135.4% | -83.4% |
| All | -9.7% | +2,849.2% | -2,858.9% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling